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In this paper we propose an unsupervised voting-merging scheme that is capable of clustering data sets, and also of finding the number of clusters existing in them. The voting part of the algorithm allows us to combine several runs of clustering algorithms resulting in a common partition.(...)
Persistent link: https://www.econbiz.de/10005841714
n this paper we present an unsupervised algorithm which performs clustering given a data set and which can also find the number of clusters existing in it. This algorithm consists of two techniques...
Persistent link: https://www.econbiz.de/10005841715
This paper we deals with a fuzzy voting scheme for cluster algorithms.
Persistent link: https://www.econbiz.de/10005841716
After 36 years the FIFA World Cup returns to South America with the 2014 event being hosted in Brazil (after 1978 in Argentina). And as in all previous South American FIFA World Cups, a South American team is expected to take the victory: Using a bookmaker consensus rating - obtained by...
Persistent link: https://www.econbiz.de/10010397162
The Credit Default Swap (CDS) market has both been lauded for its ability to stabilize the financial system through credit risk transfers and been the source of regulatory concern due to its size and lack of transparency. As a decentralized over-the-counter market, detailed information about...
Persistent link: https://www.econbiz.de/10010436057
Four years after the last European football championship (EURO) in Austria and Switzerland, the two finalists of the EURO 2008 - Spain and Germany - are again the clear favorites for the EURO 2012 in Poland and the Ukraine. Using a bookmaker consensus rating - obtained by aggregating winning...
Persistent link: https://www.econbiz.de/10010312243
The classical approach to testing for structural change employs retrospective tests using a historical data set of a given length. Here we consider a wide array of fluctuation-type tests in a monitoring situation – given a history period for which a regression relationship is known to be...
Persistent link: https://www.econbiz.de/10010316441
This paper introduces ideas and methods for testing for structural change in linear regression models and presents how these have been realized in an R package called strucchange. It features tests from the generalized uctuation test framework as well as from the F test (Chow test) framework....
Persistent link: https://www.econbiz.de/10010316469
The paper presents an approach to the analysis of data that contains (multiple) structural changes in a linear regression setup. We implement various strategies which have been suggested in the literature for testing against structural changes as well as a dynamic programming algorithm for the...
Persistent link: https://www.econbiz.de/10010316542
Persistent link: https://www.econbiz.de/10000882036