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strategies and their application to portfolio selection, model estimation, model selection and financial clustering. …
Persistent link: https://www.econbiz.de/10008642860
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literature to explain the generation of market incentives clustering. The model helps to understand the role of each of these … clustering. The factors analysed are: (i) existence of externalities, (ii) increasing returns to scale and (iii) spatial … incentives for clustering. The two others demand the existence of externality to be able to generate market incentives of …
Persistent link: https://www.econbiz.de/10008677128
This paper discuss the theoretical background of the ideas which support clustering policies. It is argued that in … spite of having been fostered under ideological hegemony of liberal ideas, the clustering policies framework does not rely …
Persistent link: https://www.econbiz.de/10008677151
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This paper considers the problem of estimating a linear univariate Time Series State Space model for which the shape of the distribution of the observation noise is not specified a priori. Although somewhat challenging computationally, the simultaneous estimation of the parameters of the model...
Persistent link: https://www.econbiz.de/10008684482
We study social learning in a large population of agents who only observe the actions taken by their neighbours. Agents have to choose one, out of two, reversible actions, each optimal in one, out of two, unknown states of the world. Each agent chooses rationally, on the basis of private...
Persistent link: https://www.econbiz.de/10008685287
the final dissimilarity between trajectories that can be further used for clustering or classification tasks. In … the derived dissimilarity yielded good clustering results comparable to DTW. We also demonstrate using real medical data …
Persistent link: https://www.econbiz.de/10008690094
Multiple testing analysis, based on clustering methodologies, is usually applied in Microarray Data Analysis for …
Persistent link: https://www.econbiz.de/10008692050