Agglomerative likelihood clustering

DOI10.1088/1742-5468/AC3661MaRDI QIDQ5020009zbMATH OpenOpenAlexFDO

Authors Lionel Yelibi, Tim Gebbie

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

clustering techniquesquantitative finance

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Recommendations

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• scientific article; zbMATH DE number 3994794

Cites work

• Algorithms of maximum likelihood data clustering with applications
• Cleaning large correlation matrices: tools from random matrix theory
• Clustering of time series data -- a survey
• Detecting intraday financial market states using temporal clustering
• Dissecting financial markets: sectors and states
• Fast unfolding of communities in large networks
• Hierarchically nested factor model from multivariate data
• Portfolio selection problems with Markowitz's mean-variance framework: a review of literature
• Scikit-learn: machine learning in Python

Cited in

(1)

• scientific article; zbMATH DE number 3901834 (Why is no real title available?)

Describes a project that uses

Uses Software

• Scikit
• UMAP
• hdbscan

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