Clustering of financial instruments using jump tail dependence coefficient.
Chen YangWenjun JiangJiang WuXin LiuZhichuan LiPublished in: Stat. Methods Appl. (2018)
Keyphrases
- clustering method
- k means
- clustering algorithm
- data clustering
- hierarchical clustering
- unsupervised learning
- overlapping clusters
- clustering analysis
- graph theoretic
- document clustering
- high dimensional data
- clustering quality
- data mining tasks
- information theoretic
- outlier detection
- database
- markov chain
- data points
- decision making
- feature selection
- learning algorithm
- information retrieval