Estimating the number of mutual fund styles using the generalized style classification approach and the GAP statistic.
Paul LajbcygierMei Yong OngPublished in: CIFEr (2003)
Keyphrases
- fixed number
- pattern recognition
- small number
- support vector machine svm
- unsupervised learning
- multiple classes
- automatic classification
- classification method
- training data
- computational complexity
- decision rules
- database
- classification accuracy
- classification scheme
- classification algorithm
- model selection
- association rules
- feature space
- feature extraction
- decision trees
- feature selection
- neural network
- real time