Data clustering is the process of grouping data items so that similar items are placed in the same cluster. There are several different clustering techniques, and each technique has many variations.
This paper is concerned with an important issue in finite mixture modeling, the selection of the number of mixing components. A new penalized likelihood method is proposed for finite multi variate ...
The generation of synthetic market data is widely seen as one of the most promising applications of sophisticated artificial intelligence models, such as generative adversarial networks (GANs) and ...
A multivariate generalized autoregressive conditional heteroscedasticity model with dynamic conditional correlations is proposed, in which the individual conditional volatilities follow exponential ...