Clustering financial time series: an application to mutual funds style analysis
暂无分享,去创建一个
Sandra Paterlini | Tommaso Minerva | Francesco Pattarin | S. Paterlini | T. Minerva | Francesco Pattarin
[1] Gregory Connor,et al. Performance Measurement with the Arbitrage Pricing Theory: A New Framework for Analysis , 1985 .
[2] Paolo Antonio Cucurachi. I peer groups nella valutazione della performance dei fondi comuni di investimento azionari , 2000 .
[3] Ravi P. Agarwal,et al. Multiple solutions for the Dirichlet second-order boundary value problem of nonsingular type , 1999 .
[4] Lawrence W. Lan,et al. Genetic clustering algorithms , 2001, Eur. J. Oper. Res..
[5] Sandra Paterlini,et al. Evolutionary Approaches for Cluster Analysis , 2003 .
[6] F. Marriott. Practical problems in a method of cluster analysis. , 1971, Biometrics.
[7] Roy George,et al. A variable-length genetic algorithm for clustering and classification , 1995, Pattern Recognit. Lett..
[8] James C. Bezdek,et al. Clustering with a genetically optimized approach , 1999, IEEE Trans. Evol. Comput..
[9] Vijay V. Raghavan,et al. A clustering strategy based on a formalism of the reproductive process in natural systems , 1979, SIGIR 1979.
[10] ScienceDirect. Computational statistics & data analysis , 1983 .
[11] Sanghamitra Bandyopadhyay,et al. Pattern classification with genetic algorithms , 1995, Pattern Recognit. Lett..
[12] T. Caliński,et al. A dendrite method for cluster analysis , 1974 .
[13] A. Raftery,et al. Model-based Gaussian and non-Gaussian clustering , 1993 .
[14] M. Narasimha Murty,et al. Genetic K-means algorithm , 1999, IEEE Trans. Syst. Man Cybern. Part B.
[15] Francesco Masulli,et al. Soft Computing Applications , 2003 .
[16] Tae-Hwan Kim,et al. Asymptotic and Bayesian Confidence Intervals for Sharpe Style Weights , 2000 .
[17] H. Kunzi,et al. Lectu re Notes in Economics and Mathematical Systems , 1975 .
[18] F. Marriott. Optimization methods of cluster analysis , 1982 .
[19] David E. Goldberg,et al. Genetic Algorithms in Search Optimization and Machine Learning , 1988 .
[20] Vijay V. Raghavan,et al. A clustering strategy based on a formalism of the reproductive process in natural systems , 1979, SIGIR '79.
[21] S. Chatterjee,et al. Genetic algorithms and their statistical applications: an introduction , 1996 .
[22] William N. Goetzmann,et al. Mutual Fund Styles , 1996 .
[23] Sanghamitra Bandyopadhyay,et al. Pattern classification using genetic algorithms: Determination of H , 1998, Pattern Recognit. Lett..
[24] Ujjwal Maulik,et al. Genetic clustering for automatic evolution of clusters and application to image classification , 2002, Pattern Recognit..
[25] John H. Holland,et al. Adaptation in Natural and Artificial Systems: An Introductory Analysis with Applications to Biology, Control, and Artificial Intelligence , 1992 .
[26] T Watson Layne,et al. A Genetic Algorithm Approach to Cluster Analysis , 1998 .
[27] B. Flury. Common Principal Components and Related Multivariate Models , 1988 .
[28] William F. Sharpe,et al. ASSET ALLOCATION: MANAGEMENT STYLE AND PERFORMANCE MEASUREMENT , 2002 .
[29] Emanuel Falkenauer,et al. Genetic Algorithms and Grouping Problems , 1998 .
[30] Ujjwal Maulik,et al. Genetic algorithm-based clustering technique , 2000, Pattern Recognit..