Essays about: "VAE-Clustering"

Found 1 essay containing the word VAE-Clustering.

  1. 1. Deep Scenario Generation of Financial Markets

    University essay from KTH/Matematisk statistik

    Author : Filip Carlsson; Philip Lindgren; [2020]
    Keywords : Variational Autoencoder; Generative Models; Latent Space; Dimensionality Reduction; Unsupervised Learning; Clustering; VAE-Clustering; Scenario Generation; Market Regime; Variational Autoencoder; generativa modeller; latent rum; dimensionsreducering; klustring; scenario generering;

    Abstract : The goal of this thesis is to explore a new clustering algorithm, VAE-Clustering, and examine if it can be applied to find differences in the distribution of stock returns and augment the distribution of a current portfolio of stocks and see how it performs in different market conditions. The VAE-clustering method is as mentioned a newly introduced method and not widely tested, especially not on time series. READ MORE