Clustering (Presentation Slides)

34 Pages Posted: 10 Jan 2020 Last revised: 6 Feb 2020

See all articles by Marcos Lopez de Prado

Marcos Lopez de Prado

Cornell University - Operations Research & Industrial Engineering; True Positive Technologies

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

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

Marcos López de Prado (Contact Author)

Cornell University - Operations Research & Industrial Engineering ( email )

237 Rhodes Hall
Ithaca, NY 14853
United States

HOME PAGE: http://www.orie.cornell.edu

True Positive Technologies ( email )

NY
United States

HOME PAGE: http://www.truepositive.com

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