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Blockchain analysis is essential for understanding how cryptocurrencies like Bitcoin are used in practice, and address clustering is a cornerstone of blockchain analysis. However, current techniques rely on heuristics that have not been…

Cryptography and Security · Computer Science 2022-07-12 Malte Möser , Arvind Narayanan

We investigate the tendency for financial instruments to form clusters when there are multiple factors influencing the correlation structure. Specifically, we consider a stock portfolio which contains companies from different industrial…

Statistical Finance · Quantitative Finance 2015-05-08 Gordon J. Ross

Clustering a signed graph means partitioning the vertices into sets ("clusters") so that every positive edge, and no negative edge, is within a cluster. Clustering is not always possible; the obstruction is circles with exactly one negative…

Combinatorics · Mathematics 2024-05-07 Michael G. Gottstein , Leila Parsaei-Majd , Thomas Zaslavsky

Clustering is an essential data mining tool that aims to discover inherent cluster structure in data. For most applications, applying clustering is only appropriate when cluster structure is present. As such, the study of clusterability,…

Machine Learning · Statistics 2018-10-30 A. Adolfsson , M. Ackerman , N. C. Brownstein

Motion planning can be cast as a trajectory optimisation problem where a cost is minimised as a function of the trajectory being generated. In complex environments with several obstacles and complicated geometry, this optimisation problem…

Robotics · Computer Science 2023-08-09 Lucas Barcelos , Tin Lai , Rafael Oliveira , Paulo Borges , Fabio Ramos

Clustering is a widely used unsupervised learning method for finding structure in the data. However, the resulting clusters are typically presented without any guarantees on their robustness; slightly changing the used data sample or…

Machine Learning · Statistics 2017-01-02 Andreas Henelius , Kai Puolamäki , Henrik Boström , Panagiotis Papapetrou

In black-box optimization, a central question is which algorithm to use to solve a given, previously unseen, problem. Selecting a single algorithm, however, entails inherent risks: inaccuracies in the selector may lead to poor choices, and…

Neural and Evolutionary Computing · Computer Science 2026-04-21 Catalin-Viorel Dinu , Diederick Vermetten , Carola Doerr

With rapidly increasing data, clustering algorithms are important tools for data analytics in modern research. They have been successfully applied to a wide range of domains; for instance, bioinformatics, speech recognition, and financial…

Data Structures and Algorithms · Computer Science 2015-12-01 Ka-Chun Wong

The rapid growth of crypto markets has opened new opportunities for investors, but at the same time exposed them to high volatility. To address the challenge of managing dynamic portfolios in such an environment, this paper presents a…

Portfolio Management · Quantitative Finance 2025-07-29 Antonino Castelli , Paolo Giudici , Alessandro Piergallini

In recent years, predicting the user's next request in web navigation has received much attention. An information source to be used for dealing with such problem is the left information by the previous web users stored at the web access log…

Machine Learning · Computer Science 2010-04-28 Heidar Mamosian , Amir Masoud Rahmani , Mashalla Abbasi Dezfouli

Malware attacks have become significantly more frequent and sophisticated in recent years. Therefore, malware detection and classification are critical components of information security. Due to the large amount of malware samples…

Cryptography and Security · Computer Science 2024-05-07 Olha Jurečková , Martin Jureček , Mark Stamp

In this paper we consider discrete robot path planning problems on metric graphs. We propose a clustering method, Gamma-Clustering for the planning graph that significantly reduces the number of feasible solutions, yet retains a solution…

Robotics · Computer Science 2017-03-02 Frank Imeson , Stephen L. Smith

We present a novel clustering approach for moving object trajectories that are constrained by an underlying road network. The approach builds a similarity graph based on these trajectories then uses modularity-optimization hiearchical graph…

Machine Learning · Statistics 2012-10-08 Mohamed Khalil El Mahrsi , Fabrice Rossi

Nowadays, financial data analysis is becoming increasingly important in the business market. As companies collect more and more data from daily operations, they expect to extract useful knowledge from existing collected data to help make…

General Finance · Quantitative Finance 2016-09-28 Fan Cai , Nhien-An Le-Khac , Tahar Kechadi

In this study, we propose a new multi-objective portfolio optimization with idiosyncratic and systemic risks for financial networks. The two risks are measured by the idiosyncratic variance and the network clustering coefficient derived…

Portfolio Management · Quantitative Finance 2021-11-23 Yajie Yang , Longfeng Zhao , Lin Chen , Chao Wang , Jihui Han

Text Clustering is a text mining technique which divides the given set of text documents into significant clusters. It is used for organizing a huge number of text documents into a well-organized form. In the majority of the clustering…

Information Retrieval · Computer Science 2015-03-12 G. Hannah Grace , Kalyani Desikan

Networks of companies can be constructed by using return correlations. A crucial issue in this approach is to select the relevant correlations from the correlation matrix. In order to study this problem, we start from an empty graph with no…

Statistical Mechanics · Physics 2009-11-10 J. -P. Onnela , K. Kaski , J. Kertesz

Despite the high importance of grouping in practice, there exists little research on the respective topic. The present work presents a complete framework for grouping and a novel method to optimize model points. Model points are used to…

Risk Management · Quantitative Finance 2019-12-23 Mark Kiermayer , Christian Weiß

We propose an algorithm that builds and maintains clusters over a network subject to mobility. This algorithm is fully decentralized and makes all the different clusters grow concurrently. The algorithm uses circulating tokens that collect…

Distributed, Parallel, and Cluster Computing · Computer Science 2010-11-15 Thibault Bernard , Alain Bui , Laurence Pilard , Devan Sohier

Clustering is a fundamental data mining tool that aims to divide data into groups of similar items. Generally, intuition about clustering reflects the ideal case -- exact data sets endowed with flawless dissimilarity between individual…

Machine Learning · Computer Science 2016-01-25 Margareta Ackerman , Jarrod Moore