Clustering (Presentation Slides)
34 Pages Posted: 10 Jan 2020 Last revised: 6 Feb 2020
Date Written: January 2, 2020
Many problems in finance require the clustering of variables or observations. Despite its usefulness, clustering is almost never taught in Econometrics courses.
In this seminar we review two general clustering approaches: partitional and hierarchical.
Keywords: machine learning, artificial intelligence, asset management
JEL Classification: G0, G1, G2, G15, G24, E44
Suggested Citation: Suggested Citation