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In this paper we propose a new approach for Big Data mining and analysis. This new approach works well on distributed datasets and deals with data clustering task of the analysis. The approach consists of two main phases, the first phase…

分布式、并行与集群计算 · 计算机科学 2018-03-05 Malika Bendechache , Nhien-An Le-Khac , M-Tahar Kechadi

In this paper we have analyzed scaling properties and cyclical behavior of the three types of stock market indexes (SMI) time series: data belonging to stock markets of developed economies, emerging economies, and of the underdeveloped or…

统计金融 · 定量金融 2017-06-13 Djordje Stratimirovic , Darko Sarvan , Vladimir Miljkovic , Suzana Blesic

We review the state of the art of clustering financial time series and the study of their correlations alongside other interaction networks. The aim of this review is to gather in one place the relevant material from different fields, e.g.…

统计金融 · 定量金融 2021-04-14 Gautier Marti , Frank Nielsen , Mikołaj Bińkowski , Philippe Donnat

It is well known that the SOM algorithm achieves a clustering of data which can be interpreted as an extension of Principal Component Analysis, because of its topology-preserving property. But the SOM algorithm can only process real-valued…

统计理论 · 数学 2016-08-16 Marie Cottrell , Smail Ibbou , Patrick Letrémy

Kohonen Maps, aka. Self-organizing maps (SOMs) are neural networks that visualize a high-dimensional feature space on a low-dimensional map. While SOMs are an excellent tool for data examination and exploration, they inherently cause a loss…

人机交互 · 计算机科学 2024-10-16 Simon Linke , Tim Ziemer

Self-Organizing Maps (SOM) are a classical method for unsupervised learning, vector quantization, and topographic mapping of high-dimensional data. However, existing SOM formulations often involve a trade-off between computational…

机器学习 · 计算机科学 2026-04-16 Seiki Ubukata , Akira Notsu , Katsuhiro Honda

We compare three network portfolio selection methods; hierarchical clustering trees, minimum spanning trees and neighbor-Nets, with random and industry group selection methods on twelve years of data from the 30 Dow Jones Industrial Average…

投资组合管理 · 定量金融 2015-12-08 Hannah Cheng Juan Zhan , William Rea , Alethea Rea

Examining graphs for similarity is a well-known challenge, but one that is mandatory for grouping graphs together. We present a data-driven method to cluster traffic scenes that is self-supervised, i.e. without manual labelling. We leverage…

计算机视觉与模式识别 · 计算机科学 2022-11-29 Maximilian Zipfl , Moritz Jarosch , J. Marius Zöllner

Organizational network analysis (ONA) is a method for studying interactions within formal organizations. The utility of ONA has grown substantially over the years as means to analyze the relationships developed within and between teams,…

物理与社会 · 物理学 2022-01-05 Robert P. Dalka , Justyna P. Zwolak

Galaxy populations show bimodality in a variety of properties: stellar mass, colour, specific star-formation rate, size, and S\'ersic index. These parameters are our feature space. We use an existing sample of 7556 galaxies from the Galaxy…

Entrepreneurial regimes are topic, receiving ever more research attention. Existing studies on entrepreneurial regimes mainly use common methods from multivariate analysis and some type of institutional related analysis. In our analysis,…

统计方法学 · 统计学 2020-07-28 Andrej Srakar , Marilena Vecco

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…

统计金融 · 定量金融 2015-05-08 Gordon J. Ross

Recent years have seen a surge in research on deep interpretable neural networks with decision trees as one of the most commonly incorporated tools. There are at least three advantages of using decision trees over logistic regression…

机器学习 · 计算机科学 2025-06-30 Łukasz Struski , Tomasz Danel , Marek Śmieja , Jacek Tabor , Bartosz Zieliński

The time proximity of trades across stocks reveals interesting topological structures of the equity market in the United States. In this article, we investigate how such concurrent cross-stock trading behaviors, which we denote as…

交易与市场微观结构 · 定量金融 2024-05-14 Yutong Lu , Gesine Reinert , Mihai Cucuringu

Atoms and molecules are important conceptual entities we invented to understand the physical world around us. The key to their usefulness lies in the organization of nuclear and electronic degrees of freedom into a single dynamical variable…

综合金融 · 定量金融 2009-03-13 Yik Wen Goo , Tong Wei Lian , Wei Guang Ong , Wen Ting Choi , Siew-Ann Cheong

Originating from image recognition, methods of machine learning allow for effective feature extraction and dimensionality reduction in multidimensional datasets, thereby providing an extraordinary tool to deal with classical and quantum…

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…

数据结构与算法 · 计算机科学 2015-12-01 Ka-Chun Wong

Streaming data clustering is a popular research topic in data mining and machine learning. Since streaming data is usually analyzed in data chunks, it is more susceptible to encounter the dynamic cluster imbalance issue. That is, the…

机器学习 · 计算机科学 2025-04-22 Yiqun Zhang , Sen Feng , Pengkai Wang , Zexi Tan , Xiaopeng Luo , Yuzhu Ji , Rong Zou , Yiu-ming Cheung

The aggregated journal-journal citation matrix derived from the Journal Citation Reports 2001 can be decomposed into a unique subject classification by using the graph-analytical algorithm of bi-connected components. This technique was…

数字图书馆 · 计算机科学 2009-12-08 Loet Leydesdorff

This paper intends to apply the Hidden Markov Model into stock market and and make predictions. Moreover, four different methods of improvement, which are GMM-HMM, XGB-HMM, GMM-HMM+LSTM and XGB-HMM+LSTM, will be discussed later with the…

证券定价 · 定量金融 2021-04-21 Mingwen Liu , Junbang Huo , Yulin Wu , Jinge Wu