相关论文: Analysis of Data Clusters Obtained by Self-Organiz…
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…
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…
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.…
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…
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…
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…
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…
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…
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,…
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,…
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…
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…
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…
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…
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…
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…
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…
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…