A Portfolio Diversification Strategy via Tail Dependence Clustering.

Hao Wang Roberta Pappadà Fabrizio Durante Enrico Foscolo

Published in: SMPS (2016)

Keyphrases

clustering algorithm
clustering method
tabu search
k means
cluster analysis
document clustering
graph theoretic
website
unsupervised learning
information systems
categorical data
hierarchical clustering
information theoretic
fuzzy clustering
search strategies
data clustering
decision making