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This paper shows how to use the Kohonen algorithm to represent multidimensional data, by exploiting the self-organizing property. It is possible to get such maps as well for quantitative variables as for qualitative ones, or for a mixing of…

Statistics Theory · Mathematics 2016-08-16 Marie Cottrell , SmaÏl Ibbou , Patrick Letrémy , Patrick Rousset

A novel approach to analyzing time series generated by complex systems, such as markets, is presented. The basic idea of the approach is the {\it Law of Self-Similar Evolution}, according to which any complex system develops self-similarly.…

Condensed Matter · Physics 2009-11-07 V. I. Yukalov

Time-Spatial data plays a crucial role for different fields such as traffic management. These data can be collected via devices such as surveillance sensors or tracking systems. However, how to efficiently an- alyze and visualize these data…

Computer Vision and Pattern Recognition · Computer Science 2017-07-11 Zhenghao Chen , Jianlong Zhou , Xiuying Wang

Using a metric related to the returns correlation, a method is proposed to reconstruct an economic space from the market data. A reduced subspace, associated to the systematic structure of the market, is identified and its dimension related…

Statistical Mechanics · Physics 2016-08-16 R. Vilela Mendes , Tanya Araújo , Francisco Louçã

The self-organizing map is an unsupervised neural network which is widely used for data visualisation and clustering in the field of chemometrics. The classical Kohonen algorithm that computes self-organizing maps is suitable only for…

Methodology · Statistics 2023-02-14 Sara Rejeb , Catherine Duveau , Tabea Rebafka

The Self-Organizing Map (SOM) is a brain-inspired neural model that is very promising for unsupervised learning, especially in embedded applications. However, it is unable to learn efficient prototypes when dealing with complex datasets. We…

Neural and Evolutionary Computing · Computer Science 2020-09-07 Lyes Khacef , Laurent Rodriguez , Benoit Miramond

In this work, we present the development of a neuro-inspired approach for characterizing sensorimotor relations in robotic systems. The proposed method has self-organizing and associative properties that enable it to autonomously obtain…

Robotics · Computer Science 2019-05-02 Omar Zahra , David Navarro-Alarcon

A self-organized model with social percolation process is proposed to describe the propagations of information for different trading ways across a social system and the automatic formation of various groups within market traders. Based on…

Statistical Mechanics · Physics 2009-10-31 Zhi-Feng Huang

Texture is one of the most important properties of visual surface that helps in discriminating one object from another or an object from background. The self-organizing map (SOM) is an excellent tool in exploratory phase of data mining. It…

Computer Vision and Pattern Recognition · Computer Science 2014-08-20 Marghny H. Mohamed , Mohammed M. Abdelsamea

We present a new method for articulating scale-dependent topological descriptions of the network structure inherent in many complex systems. The technique is based on "Partition Decoupled Null Models,'' a new class of null models that…

Pricing of Securities · Quantitative Finance 2011-04-22 Greg Leibon , Scott D. Pauls , Daniel N. Rockmore , Robert Savell

Price movements of stock market are not totally random. In fact, what drives the financial market and what pattern financial time series follows have long been the interest that attracts economists, mathematicians and most recently computer…

Statistical Finance · Quantitative Finance 2013-11-20 G. Kavitha , A. Udhayakumar , D. Nagarajan

A model of a geometric algorithm is introduced and methodology of its operation is presented for the dynamic partitioning of data spaces.

Data Structures and Algorithms · Computer Science 2014-12-30 Christopher A. Tucker

Data clustering with uneven distribution in high level noise is challenging. Currently, HDBSCAN is considered as the SOTA algorithm for this problem. In this paper, we propose a novel clustering algorithm based on what we call graph of…

Machine Learning · Computer Science 2020-09-25 Zhangyang Gao , Haitao Lin , Stan. Z Li

The community structure of complex networks reveals both their organization and hidden relationships among their constituents. Most community detection methods currently available are not deterministic, and their results typically depend on…

Physics and Society · Physics 2012-03-29 Andrea Lancichinetti , Santo Fortunato

It has become apparent that models that have been applied widely in economics, including Machine Learning techniques and Data Mining methods, should take into consideration principles that derive from the theories of Personality Psychology…

Machine Learning · Computer Science 2013-07-09 Alexandros Ladas , Uwe Aickelin , Jon Garibaldi , Eamonn Ferguson

Self Organizing Map is trained using unsupervised learning to produce a two-dimensional discretized representation of input space of the training cases. Growing Hierarchical SOM is an architecture which grows both in a hierarchical way…

Neural and Evolutionary Computing · Computer Science 2018-04-11 Takumi Ichimura , Takashi Yamaguchi

Advances in deep neural network (DNN) architectures have enabled new prediction techniques for stock market data. Unlike other multivariate time-series data, stock markets show two unique characteristics: (i) \emph{multi-order dynamics}, as…

Statistical Finance · Quantitative Finance 2022-11-28 Thanh Trung Huynh , Minh Hieu Nguyen , Thanh Tam Nguyen , Phi Le Nguyen , Matthias Weidlich , Quoc Viet Hung Nguyen , Karl Aberer

We conduct cluster analysis on a class of locally asymptotically self-similar stochastic processes, which includes multifractional Brownian motion as a representative. When the true number of clusters is supposed to be known, a new…

Machine Learning · Statistics 2020-01-15 Qidi Peng , Nan Rao , Ran Zhao

This paper demonstrates a novel and efficient unsupervised clustering method with the combination of a Self-Organising Map (SOM) and a convolutional autoencoder. The rapidly increasing volume of radio-astronomical data has increased demand…

This paper proposes a new linearized mixed data sampling (MIDAS) model and develops a framework to infer clusters in a panel regression with mixed frequency data. The linearized MIDAS estimation method is more flexible and substantially…

Econometrics · Economics 2021-02-04 Yeonwoo Rho , Yun Liu , Hie Joo Ahn
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