In this paper we apply the mixture model approach and compare it with the classical K-means approach for analyzing the influence of some financial variables on spread variation in a portfolio of bonds. In the second paragraph we defined the problem, in the third the used methodology while in the fourth we present the application.
Titolo: | On the use of cluster analysis for individuating variable influence on spread variation in large datasets |
Autori: | |
Data di pubblicazione: | 2014 |
Rivista: | |
Abstract: | In this paper we apply the mixture model approach and compare it with the classical K-means approach for analyzing the influence of some financial variables on spread variation in a portfolio of bonds. In the second paragraph we defined the problem, in the third the used methodology while in the fourth we present the application. |
Handle: | http://hdl.handle.net/11368/2784932 |
Appare nelle tipologie: | 1.1 Articolo in Rivista |
File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.