Unit III - Modellization of multivariate financial indicators with techniques of hierarchical clustering and complex networks
Unit III - Modellization of multivariate financial indicators with techniques of hierarchical clustering and complex networks
Lecturer: Salvatore Miccichè
In this unit we present some basic notions of multivariate analysis typically considered in the analysis of financial data. Correlation-based networks of financial series are discussed. The best known methods of research of clusters, both supervised and unsupervised, are then presented.