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EnglishIn 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 |
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