On the use of cluster analysis for individuating variable influence on spread variation in large datasets
Gabriella Schoier, Adriana Monte · RePEc: Research Papers in Economics · 2014
In this paper we apply the mixture model approach and compare it with the classical K-means approach for analyzing the influence of some financial variables on spread variation in a portfolio of bonds. In the second paragraph we defined the problem, in the third the used methodology while in the fourth we present the application.