Agglomerative likelihood clustering

DOI10.1088/1742-5468/AC3661OpenAlexW3217577387MaRDI QIDQ5020009FDOQ5020009

Tim Gebbie, Lionel Yelibi

Publication date: 3 January 2022

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1908.00951

zbMATH Keywords

quantitative financeclustering techniques

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

• Title not available (Why is that?)
• Fast unfolding of communities in large networks
• Clustering of time series data -- a survey
• Dissecting financial markets: sectors and states
• Cleaning large correlation matrices: tools from random matrix theory
• Hierarchically nested factor model from multivariate data
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature
• Algorithms of maximum likelihood data clustering with applications
• Detecting intraday financial market states using temporal clustering

Cited In (1)

• Title not available (Why is that?)

Uses Software

• Scikit
• UMAP
• hdbscan

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