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.

On the use of cluster analysis for individuating variable influence on spread variation in large datasets

SCHOIER, GABRIELLA;MONTE, ADRIANA
2014-01-01

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.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11368/2784932
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