Browsing by Author "Renedo Mirambell, Martí"
Now showing items 1-6 of 6
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Clustering assessment in weighted networks
(2021-06-18)
Article
Open AccessWe provide a systematic approach to validate the results of clustering methods on weighted networks, in particular for the cases where the existence of a community structure is unknown. Our validation of clustering comprises ... -
Clustering of exchange rates and their dynamics under different dependence measures
(2016)
Conference report
Open AccessThis paper proposes an improvement to the method for clustering exchange rates given by D. J. Fenn et al, in Quantitative Finance, 12 (10) 2012, pp.1493-1520. To deal with the potentially non linear nature of currency time ... -
Detecting clusters and their dynamics in the Forex Market
(Universitat Politècnica de Catalunya, 2016-07)
Bachelor thesis
Open AccessThis project studies and implements the clustering methods introduced by Fenn et al. to detect correlations in the foreign exchange market. To deal with the potentially non linear nature of currency time series dependance, ... -
On methods to assess the significance of community structure in networks of financial time series
(Universitat Politècnica de Catalunya, 2017-07)
Master thesis
Open Access
Covenantee: BGSMathWe consider the problem of determining whether the community structure found by a clustering algorithm applied to financial time series is statistically significant, when no other information than the observed values and ... -
On methods to assess the significance of community structure in networks of financial time series
(2017)
Conference lecture
Open AccessWe consider the problem of determining whether the community structure found by a clustering algorithm applied to nancial time series is statistically signi cant, or is due to pure chance, when no other information ... -
Sentiment analysis of financial news: mechanics and statistics
(Springer, 2021-06-11)
Part of book or chapter of book
Open AccessThis chapter describes the basic mechanics for building a forecasting model that uses as input sentiment indicators derived from textual data. In addition, as we focus our target of predictions on financial time series, ...
