Clustering financial time series: an application to mutual funds style analysis

DOI10.1016/j.csda.2003.11.009zbMath1429.62476OpenAlexW1965767194MaRDI QIDQ957018

Tommaso Minerva, Sandra Paterlini, Francesco Pattarin

Publication date: 26 November 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2003.11.009

zbMATH Keywords

classificationclusteringgenetic algorithmsmutual funds style analysis

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05) Approximation methods and heuristics in mathematical programming (90C59)

Related Items (18)

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Cites Work

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• Model-Based Gaussian and Non-Gaussian Clustering
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