Tagged Questions

The tag has no wiki summary.

learn more… | top users | synonyms

-4
votes
0answers
30 views

Machine learning clustering use-cases in the finance industry [closed]

We want to identify use-cases of machine learning clustering in finance. Typically, clustering is an unsupervised process but we want to apply a supervised method where the data is feature ...
4
votes
0answers
287 views

Rate Distortion Minimization in a Python Clustering Algorithm

I'm attempting to solve for $\hat{k}$ clusters, such that the rate distortion is minimized, as described here, however, the answers that I am getting from my algorithm are not following the "Jump" ...
6
votes
4answers
613 views

How to cluster ETFs to reduce cardinality for portfolio selection

I'm looking to run portfolio optimizations using various optimization goals - e.g. minimum variance, max diversification etc. My challenge is if I want to do this on ETF's which ones do I pick to run ...
2
votes
1answer
178 views

How to group mutual funds by volatility?

I want to group Mutual Funds by their volatility. Ideally, I would like to end up with the mutual funds beings attached to different groups: High volatility Medium volatility Low Volatility My ...
5
votes
2answers
661 views

How do you synthesize a probability density function (pdf) from equally weighted price data?

What I'm working with: I have a collection of prices that has very few to no repeating values (depending on the look back period) ie each price value is unique, some prices are clustered and some can ...