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This paper is a chapter in the forthcoming Handbook of Cluster Analysis, Hennig et al. (2015). For definitions of basic clustering methods and some further methodology, other chapters of the Handbook are referred to. To read this version of…

Methodology · Statistics 2015-03-09 Christian Hennig

This paper examines the implementation of a statistical arbitrage trading strategy based on co-integration relationships where we discover candidate portfolios using multiple factors rather than just price data. The portfolio selection…

Portfolio Management · Quantitative Finance 2014-05-13 Wenbin Zhang , Zhen Dai , Bindu Pan , Milan Djabirov

This paper considers a portfolio trading strategy formulated by algorithms in the field of machine learning. The profitability of the strategy is measured by the algorithm's capability to consistently and accurately identify stock indices…

Machine Learning · Statistics 2014-04-08 James Brofos

Machine learning and in particular deep learning algorithms are the emerging approaches to data analysis. These techniques have transformed traditional data mining-based analysis radically into a learning-based model in which existing data…

Machine Learning · Computer Science 2020-04-17 Neda Tavakoli , Sima Siami-Namini , Mahdi Adl Khanghah , Fahimeh Mirza Soltani , Akbar Siami Namin

We study two generalizations of classic clustering problems called dynamic ordered $k$-median and dynamic $k$-supplier, where the points that need clustering evolve over time, and we are allowed to move the cluster centers between…

Data Structures and Algorithms · Computer Science 2022-07-26 Shichuan Deng , Jian Li , Yuval Rabani

Identification of the clusters from an unlabeled data set is one of the most important problems in Unsupervised Machine Learning. The state of the art clustering algorithms are based on either the statistical properties or the geometric…

Machine Learning · Computer Science 2018-01-04 Sambarta Dasgupta , Keivan Ebrahimi , Umesh Vaidya

We review some methods recently used in the literature to detect the existence of a certain degree of common behavior of stock returns belonging to the same economic sector. Specifically, we discuss methods based on random matrix theory and…

Physics and Society · Physics 2021-08-25 C. Coronnello , M. Tumminello , F. Lillo , S. Micciche` , R. N. Mantegna

Stochastic programming is widely used for energy system design optimization under uncertainty but can exponentially increase the computational complexity with the number of scenarios. Common scenario reduction techniques, like…

Optimization and Control · Mathematics 2025-08-14 Boyung Jürgens , Hagen Seele , Hendrik Schricker , Christiane Reinert , Niklas von der Assen

Clustering is one of the most common unsupervised learning tasks in machine learning and data mining. Clustering algorithms have been used in a plethora of applications across several scientific fields. However, there has been limited…

Machine Learning · Computer Science 2017-02-09 Quang N. Tran , Ba-Ngu Vo , Dinh Phung , Ba-Tuong Vo

As single-cell gene expression data analysis continues to grow, the need for reliable clustering methods has become increasingly important. The prevalence of heuristic means for method choice could lead to inaccurate reports if…

Quantitative Methods · Quantitative Biology 2026-05-19 Owen Visser , Somnath Datta

We propose a statistical method for clustering of multivariate longitudinal data into homogeneous groups. This method relies on a time-varying extension on the classical K-means algorithm, where a multivariate vector autoregressive model is…

Methodology · Statistics 2014-04-25 Antonello Maruotti , Maurizio Vichi

Web Usage mining is a very important tool to extract the hidden business intelligence data from large databases. The extracted information provides the organizations with the ability to produce results more effectively to improve their…

Information Retrieval · Computer Science 2011-10-03 R. Rathipriya , K. Thangavel

What people buy is an important aspect or view of lifestyles. Studying people's shopping patterns in different urban regions can not only provide valuable information for various commercial opportunities, but also enable a better…

Social and Information Networks · Computer Science 2017-01-24 Tianran Hu , Ruihua Song , Yingzi Wang , Xing Xie , Jiebo Luo

Data clustering is a process of arranging similar data into groups. A clustering algorithm partitions a data set into several groups such that the similarity within a group is better than among groups. In this paper a hybrid clustering…

Databases · Computer Science 2012-05-25 Ravindra Jain

Clustering is a fundamental task in data science that aims to group data based on their similarities. However, defining similarity is often ambiguous, making it challenging to determine the most appropriate objective function for a given…

Quantum Physics · Physics 2025-08-06 Myeonghwan Seong , Daniel K. Park

The analysis of data streams has received considerable attention over the past few decades due to sensors, social media, etc. It aims to recognize patterns in an unordered, infinite, and evolving stream of observations. Clustering this type…

Machine Learning · Computer Science 2022-01-14 Mohammed Oualid Attaoui , Hanene Azzag , Mustapha Lebbah , Nabil Keskes

Many real-life data are described by categorical attributes without a pre-classification. A common data mining method used to extract information from this type of data is clustering. This method group together the samples from the data…

Machine Learning · Computer Science 2014-07-30 Fabricio Olivetti de França

In social sciences, studies are often based on questionnaires asking participants to express ordered responses several times over a study period. We present a model-based clustering algorithm for such longitudinal ordinal data. Assuming…

Methodology · Statistics 2024-01-29 Francesco Amato , Julien Jacques , Isabelle Prim-Allaz

We develop new algorithmic methods with provable guarantees for feature selection in regard to categorical data clustering. While feature selection is one of the most common approaches to reduce dimensionality in practice, most of the known…

Data Structures and Algorithms · Computer Science 2021-08-20 Sayan Bandyapadhyay , Fedor V. Fomin , Petr A. Golovach , Kirill Simonov

In multiple federated learning schemes, a random subset of clients sends in each round their model updates to the server for aggregation. Although this client selection strategy aims to reduce communication overhead, it remains energy and…

Distributed, Parallel, and Cluster Computing · Computer Science 2024-03-13 Fernanda Famá , Charalampos Kalalas , Sandra Lagen , Paolo Dini
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