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Clustering techniques applied to outlier detection of financial market series using a moving window filtering algorithm
Puigvert Gutiérrez, Josep Maria; Gregori, Josep Fortiana - 2008
In this study we combine clustering techniques with a moving window algorithm in order to filter financial market data outliers. We apply the algorithm to a set of financial market data which consists of 25 series selected from a larger dataset using a cluster analysis technique taking into...
Persistent link: https://www.econbiz.de/10003794031
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Portfoliostrategien im Zuge europäischer Finanzmarktintegration : eine clusteranalytische Untersuchung von Korrelationsstrukturen am Beispiel ausgewählter Aktienmärkte
Hauser, Siegfried; Füss, Roland - In: Wirtschaftswissenschaftliches Studium : WiSt ; … 32 (2003) 10, pp. 566-576
Persistent link: https://www.econbiz.de/10001794256
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One money, several cycles? : evaluation of European business cycles using model-based cluster analysis
Crowley, Patrick M. (contributor) - 2008
Persistent link: https://www.econbiz.de/10003645906
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Competition in the banking system of the Balkan countries compared to the Eurozone, World and high income countries
Kristo, Suela; Gjipali, Arsena - In: Journal of academic research in economics 6 (2014) 3, pp. 398-410
Persistent link: https://www.econbiz.de/10011348106
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Euro area banking fragmentation in the aftermath of the crisis : a cluster analysis
Lucotte, Yannick - In: Applied economics letters 22 (2015) 13/15, pp. 1046-1050
Persistent link: https://www.econbiz.de/10011312211
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Real convergence in Europe : a cluster analysis
Cuestas, Juan Carlos; Monfort, Mercedes; Ordóñez, Javier - 2012
Persistent link: https://www.econbiz.de/10009663417
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Euro area structural convergence? : a multi-criterion cluster analysis
Irac, Delphine; Lopez, Jimmy - 2013
Persistent link: https://www.econbiz.de/10010353643
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Is Europe growing together or growing apart?
Crowley, Patrick M.; Garcia, Enrique; Quah, Chee Heong - 2013
Persistent link: https://www.econbiz.de/10010226710
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Real convergence in Europe : a cluster analysis
Monfort, Mercedes; Cuestas, Juan Carlos; Ordóñez, Javier - In: Economic modelling 33 (2013), pp. 689-694
Persistent link: https://www.econbiz.de/10010194429
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Euro area structural convergence? : a multi-criterion cluster analysis
Irac, Delphine; Lopez, Jimmy - In: International economics : a journal published by CEPII … 143 (2015), pp. 1-22
Persistent link: https://www.econbiz.de/10011525374