Search Results - subject:"robust clustering"

Policy evaluation with nonlinear trended outcomes : COVID-19 vaccination rates in the US

Morgan, Lynn Bergeland; Phillips, Peter C. B.; Sul, Donggyu - 2023

Persistent link: https://www.econbiz.de/10014538947

Improving many volatility forecasts using cross-dectional volatility clusters

Coretto, Pietro; la Rocca, Michele; Storti, Giuseppe - In: Journal of Risk and Financial Management 13 (2020) 4, pp. 1-23

The inhomogeneity of the cross-sectional distribution of realized assets' volatility is explored and used to build a novel class of GARCH (Generalized Autoregressive Conditional Heteroskedasticity) models. The inhomogeneity of the cross-sectional distribution of realized volatility is captured...

Persistent link: https://www.econbiz.de/10012611293

Improving many volatility forecasts using cross-dectional volatility clusters

Coretto, Pietro; Rocca, Michele la; Storti, Giuseppe - In: Journal of risk and financial management : JRFM 13 (2020) 4/64, pp. 1-23

The inhomogeneity of the cross-sectional distribution of realized assets’ volatility is explored and used to build a novel class of GARCH (Generalized Autoregressive Conditional Heteroskedasticity) models. The inhomogeneity of the cross-sectional distribution of realized volatility is captured...

Persistent link: https://www.econbiz.de/10012302505

Exponential distance-based fuzzy clustering for interval-valued data

D'Urso, Pierpaolo; Massari, Riccardo; De Giovanni, Livia; … - In: Fuzzy optimization and decision making : a journal of … 16 (2017) 1, pp. 51-70

Persistent link: https://www.econbiz.de/10011805409

Trimmed fuzzy clustering for interval-valued data

Pierpaolo D’Urso; Giovanni, Livia; Massari, Riccardo - In: Advances in Data Analysis and Classification 9 (2015) 1, pp. 21-40

to show the good performances of the robust clustering model, a simulation study and two applications are provided …

Persistent link: https://www.econbiz.de/10011241018

Trimming algorithms for clustering contaminated grouped data and their robustness

Gallegos, María; Ritter, Gunter - In: Advances in Data Analysis and Classification 3 (2009) 2, pp. 135-167

Persistent link: https://www.econbiz.de/10005015118

A robust fuzzy k-means clustering model for interval valued data

D'Urso, Pierpaolo; Giordani, Paolo - In: Computational Statistics 21 (2006) 2, pp. 251-269

Persistent link: https://www.econbiz.de/10005390532