Download This PaperClustering (Presentation Slides)
34 Pages Posted: 10 Jan 2020 Last revised: 6 Feb 2020
Date Written: January 2, 2020
Abstract
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
López de Prado, Marcos and López de Prado, Marcos, Clustering (Presentation Slides) (January 2, 2020). Available at SSRN: https://ssrn.com/abstract=3512998 or http://dx.doi.org/10.2139/ssrn.3512998
Do you have a job opening that you would like to promote on SSRN?
Feedback
Feedback to SSRN
If you need immediate assistance, call 877-SSRNHelp (877 777 6435) in the United States, or +1 212 448 2500 outside of the United States, 8:30AM to 6:00PM U.S. Eastern, Monday - Friday.