Fast clustering of GARCH processes via Gaussian mixture models.
Gian Piero AielliMassimiliano CaporinPublished in: Math. Comput. Simul. (2013)
Keyphrases
- gaussian mixture model
- mixture model
- bayesian information criterion
- density estimation
- speaker recognition
- clustering algorithm
- unsupervised learning
- em algorithm
- k means
- feature vectors
- maximum likelihood
- finite mixture models
- expectation maximization
- speaker identification
- probability density function
- gaussian mixture
- probability density
- hierarchical clustering
- model based clustering
- self organizing maps
- gaussian distribution
- covariance matrices
- machine learning
- probabilistic model
- mixture modeling
- data points
- pattern recognition
- finite mixtures