Essays about: "agglomerative clustering"

Showing result 11 - 15 of 28 essays containing the words agglomerative clustering.

  1. 11. Hierarchical Clustering in Risk-Based Portfolio Construction

    University essay from KTH/Matematisk statistik

    Author : Natasha Nanakorn; Elin Palmgren; [2021]
    Keywords : Portfolio construction; asset allocation; risk-based asset allocation; hierarchical clustering; agglomerative clustering; hierarchical risk parity; risk; volatility; Portföljallokering; portföljhantering; portföljmetoder; riskbaserad portföljallokering; hierarkisk klustring; agglomerativ klustring; risk; volatilitet;

    Abstract : Following the global financial crisis, both risk-based and heuristic portfolio construction methods have received much attention from both academics and practitioners since these methods do not rely on the estimation of expected returns and as such are assumed to be more stable than Markowitz's traditional mean-variance portfolio. In 2016, Lopéz de Prado presented the Hierarchical Risk Parity (HRP), a new approach to portfolio construction which combines hierarchical clustering of assets with a heuristic risk-based allocation strategy in order to increase stability and improve out-of-sample performance. READ MORE

  3. 12. N-sphere Clustering

    University essay from Umeå universitet/Statistik

    Author : Oliver Pahmp; [2020]
    Keywords : ;

    Abstract : This thesis introduces n-sphere clustering, a new method of cluster analysis, akin to agglomerative hierarchical clustering. It relies on expanding n-spheres around each observation until they intersect. It then clusters observations based on these intersects, the distance between the spheres, and density of observations. READ MORE

  4. 13. Investigating Skin Cancer with Unsupervised Learning

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Rafael Dolfe; Keivan Matinzadeh; [2019]
    Keywords : ;

    Abstract : Skin cancer is one of the most commonly diagnosed cancers in the world. Diagnosis of skin cancer is commonly performed by analysing skin lesions on the patient’s body. Today’s medical diagnostics use a established set of labels for different types of skin lesions. READ MORE

  5. 14. Unsupervised machine learning to detect patient subgroups in electronic health records

    University essay from KTH/Skolan för elektroteknik och datavetenskap (EECS)

    Author : Elin Lütz; [2019]
    Keywords : Machine learning; unsupervised learning; clustering; EHR; electronic health records; ICD; diagnosis codes.; Maskininlärning; oövervakat lärande; klustring; EHR; digitala patientjournaler; ICD; diagnoskoder;

    Abstract : The use of Electronic Health Records (EHR) for reporting patient data has been widely adopted by healthcare providers. This data can encompass many forms of medical information such as disease symptoms, results from laboratory tests, ICD-10 classes and other information from patients. READ MORE

  6. 15. Using Machine Learning to Learn from Bug Reports : Towards Improved Testing Efficiency

    University essay from Linköpings universitet/Institutionen för datavetenskap

    Author : Sanne Ingvarsson; [2019]
    Keywords : Machine Learning; Testing; Bug; Natural Language Processing; Clustering; Word Embedding;

    Abstract : The evolution of a software system originates from its changes, whether it comes from changed user needs or adaption to its current environment. These changes are as encouraged as they are inevitable, although every change to a software system comes with a risk of introducing an error or a bug. READ MORE