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A new space-time model for volatility clustering in the financial market
space-time model volatility clustering financial market
2010/4/27
A new space-time model for interacting agents on the financial market is presented. It is a combination of the Curie-Weiss model and a space-time model introduced by J\"arpe 2005. Properties of the mo...
Maximum Entropy-Based Fuzzy Clustering by Using L1-norm Space
Fuzzy c-means Maximum Entropy Structure Strength Number of Clusters L1-norm Space
2010/2/26
One of the most important methods in analysis of large data sets is clustering. These methods are not only major tools to uncover the underlying structures of a given data set, but also promising tool...