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Extracting the sovereigns’ CDS market hierarchy: A correlation-filtering approach
León, Carlos; Leiton, Karen; Pérez, Jhonatan - In: Physica A: Statistical Mechanics and its Applications 415 (2014) C, pp. 407-420
clustering; (iii) identifies Russia, Turkey and Brazil as regional benchmarks; (iv) reveals the idiosyncratic nature of Japan and …
Persistent link: https://www.econbiz.de/10011057102
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Equity markets' clustering and the global financial crisis
León, Carlos; Kim, Geun Young; Martínez, Constanza; … - 2016
Persistent link: https://www.econbiz.de/10011580726
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Banks in Colombia : how homogeneous are they?
León, Carlos - 2017
Persistent link: https://www.econbiz.de/10011869170
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Detecting anomalous payments networks: a dimensionality reduction approach
León, Carlos - 2019
Persistent link: https://www.econbiz.de/10012318695
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Banks in Colombia : how homogeneous are they
León, Carlos - In: Revista de economía del Rosario 23 (2020) 2, pp. 1-42
Persistent link: https://www.econbiz.de/10012426338
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Detecting anomalous payments networks : a dimensionality-reduction approach
León, Carlos - In: Latin American journal of central banking : LAJCB 1 (2020) 1/4, pp. 1-16
analysis (PCA) is used as a dimensionality-reduction method, and a clustering algorithm is used to classify reconstruction …
Persistent link: https://www.econbiz.de/10012545517