Clustering Dynamics and Persistence for Financial Multivariate Panel Data
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More about this item
Keywords
dynamic clustering; shrinkage; cluster membership persistence; Silhouette index; insurance;All these keywords.
JEL classification:
- G22 - Financial Economics - - Financial Institutions and Services - - - Insurance; Insurance Companies; Actuarial Studies
- C33 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Models with Panel Data; Spatio-temporal Models
- C38 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2021-05-24 (Econometrics)
- NEP-IAS-2021-05-24 (Insurance Economics)
- NEP-ORE-2021-05-24 (Operations Research)
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