SOM-Based Hedge Ratio Estimation with Hierarchical Cluster Resampling.
Yu-Chia HsuAn-Pin ChenPublished in: CSE (1) (2009)
Keyphrases
- hierarchical clustering
- hierarchical structure
- importance sampling
- self organizing maps
- cluster analysis
- som neural network
- estimation accuracy
- clustering algorithm
- k means
- data clustering
- growing self organizing map
- feature vectors
- neural network
- cluster centers
- competitive learning
- monte carlo
- coarse to fine
- unsupervised learning
- kohonen self organizing map
- data sets