A review of two decades of correlations, hierarchies, networks and clustering in financial markets

G Marti, F Nielsen, M Bińkowski, P Donnat - Progress in information …, 2021 - Springer
… financial correlation matrices to compare and test the robustness … decreases faster than
intersector correlation between pairs … Reference [51] applies a hierarchical clustering to a set of …

From trees to continuous embeddings and back: Hyperbolic hierarchical clustering

I Chami, A Gu, V Chatziafratis… - Advances in Neural …, 2020 - proceedings.neurips.cc
… optimization combined with the powerful toolbox of gradient… (1) Rather than minimizing the
cost function by optimizing … is a fast top-down algorithm that splits the data into two clusters at …

Various versatile variances: an object-oriented implementation of clustered covariances in R

A Zeileis, S Köll, N Graham - Journal of Statistical Software, 2020 - jstatsoft.org
… used to account for correlated or clustered data, especially in … In R, functions for covariances
in clustered or panel models … They are robust against panel heteroscedasticity and contem…

dbscan: Fast density-based clustering with R

M Hahsler, M Piekenbrock, D Doran - Journal of Statistical Software, 2019 - jstatsoft.org
… a hierarchical clustering which allows us to find clusters of … the powerful Extract-ξ method
for grouping points into clusters … Next, we define a function that clusters the data given a set of …

Combining hierarchical clustering approaches using the PCA method

M Jafarzadegan, F Safi-Esfahani, Z Beheshti - Expert Systems with …, 2019 - Elsevier
… significantly outperformed hierarchical clustering combination … robustness of the proposed
method for its parameter setting. … the clustering results (consensus function) and produce final …

Fast hierarchical Bayesian analysis of population structure

G Tonkin-Hill, JA Lees, SD Bentley… - Nucleic acids …, 2019 - academic.oup.com
… separation between clusters and strong population structure … of Ward’s hierarchical clustering
in the fastcluster package (31)… function which accounts for both within-cluster and between-…

Robust feature matching using spatial clustering with heavy outliers

X Jiang, J Ma, J Jiang, X Guo - IEEE Transactions on Image …, 2019 - ieeexplore.ieee.org
… -based method such as hierarchical clustering [33], centroid-… of feature points xi and yi
typically have high correlation. … Note that the precision of our RFM-SCAN drops faster than the …

corrfunc – a suite of blazing fast correlation functions on the CPU

M Sinha, LH Garrison - Monthly Notices of the Royal …, 2020 - academic.oup.com
… used clustering statistic – the two-point correlation function (2PCF). The 2PCF is a powerful
probe of … Typically, we extract cosmological information from the correlation function at ‘large’ …

[图书][B] Bayesian hierarchical models: with applications using R

PD Congdon - 2019 - taylorfrancis.com
… Reasonable efforts have been made to publish reliable data and information, but the author
hierarchically or spatio-temporally correlated effects via conditionally specified hierarchical

Application of k-means and hierarchical clustering techniques for analysis of air pollution: A review (1980–2019)

P Govender, V Sivakumar - Atmospheric pollution research, 2020 - Elsevier
… by providing an object to be associated with a cluster using a membership function. Fuzzy …
to explain ozone spatial distributions, and their correlation to those in the San Francisco Basin …