/methodology/approach Capital asset pricing model (CAPM); K-means clustering; agglomerative clustering. Findings Employing clustering along with …

warning" by the K-means clustering algorithm. Furthermore, factor analysis was performed to obtain seven common factors for …

clustered into profiles including the representative weeks for each cell in the covered area using k-means clustering. The …

clustered into profiles including the representative weeks for each cell in the covered area using k-means clustering. The …

warning" by the K-means clustering algorithm. Furthermore, factor analysis was performed to obtain seven common factors for …

) estimators that embed jumps in the model. Further, K-means clustering is used to form clusters based on the estimated Bitcoin …'s extreme value returns as the probable good days (extreme days), medium days, and bad days. The study observes that K-means … clustering can explain 65 percent point return variability. The study findings will be highly useful for crypto investors …