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pricing with cross-sectional heterogeneity in compensation for risk. We extend k-means clustering to group assets by risk …
Persistent link: https://www.econbiz.de/10012117698
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be made with caution. DEA results enabled us to perform clustering of bus lines based on the derived piecewise production …
Persistent link: https://www.econbiz.de/10011115818
This paper considers the problem of estimating a linear univariate Time Series State Space model for which the shape of the distribution of the observation noise is not specified a priori. Although somewhat challenging computationally, the simultaneous estimation of the parameters of the model...
Persistent link: https://www.econbiz.de/10008684482
Due to the change in attitudes and lifestyles, people expect to find new partners and friends via various ways now-a-days. Online dating networks create a network for people to meet each other and allow making contact with different objectives of developing a personal, romantic or sexual...
Persistent link: https://www.econbiz.de/10009438155
structure makes such demand outliers hard to detect. We propose a two-step approach combining clustering with functional outlier …
Persistent link: https://www.econbiz.de/10015205205
and a developed branch-and-bound procedure. Moreover, a clustering-based algorithm has been presented that can provide a …
Persistent link: https://www.econbiz.de/10013470801
six classes using a hierarchical clustering algorithm based on five selected spatial characteristics. The six categories …
Persistent link: https://www.econbiz.de/10014285575
multiple operations, we employ a clustering approach on 69 firm characteristics and allocate companies to novel economic … to quantify feature importance for clustering methods, finding that size drives differences across classical industries … while book-to-market and financial liquidity variables matter for clustering-based sectors. …
Persistent link: https://www.econbiz.de/10014321226