Algorithms of maximum likelihood data clustering with applications

DOI10.1016/S0378-4371(02)00974-3zbMath1001.65013arXivcond-mat/0204202MaRDI QIDQ1848191

Lorenzo Giada, Matteo Marsili

Publication date: 19 November 2002

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/cond-mat/0204202

zbMATH Keywords

time seriesPearson coefficient

Mathematics Subject Classification ID

Numerical smoothing, curve fitting (65D10)

Related Items (11)

Scale invariance and criticality in financial markets ⋮ Identifying dominant industrial sectors in market states of the S&P 500 financial data ⋮ SPANNING TREES AND BOOTSTRAP RELIABILITY ESTIMATION IN CORRELATION-BASED NETWORKS ⋮ Financial time series analysis using Total-CApEn and Avg-CApEn with cumulative histogram matrix ⋮ On sampling and modeling complex systems ⋮ Criticality of mostly informative samples: a Bayesian model selection approach ⋮ A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets ⋮ Dissecting financial markets: sectors and states ⋮ Power mapping with dynamical adjustment for improved portfolio optimization ⋮ Multiscale adaptive multifractal analysis and its applications ⋮ Agglomerative likelihood clustering

Cites Work

• Unnamed Item
• Optimization by Simulated Annealing
• The EM algorithm for graphical association models with missing data
• Equation of State Calculations by Fast Computing Machines

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