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Nonparametric dependence modeling via cluster analysis: A financial contagion application.
Ricardo F. Couto
Luiz Henrique Duczmal
Denise Burgarelli
Felipe Álvares
Gladston J. P. Moreira
Published in:
Commun. Stat. Simul. Comput. (2021)
Keyphrases
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cluster analysis
hierarchical latent class models
categorical data
data clustering
clustering algorithm
k means
clustering method
factor analysis
correlation analysis
data analysis
data mining techniques
fuzzy clustering
data mining
data model
unsupervised learning
stock market
fuzzy c means