Lecture

Clustering: Dimensionality Reduction

In course

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Description

This lecture covers techniques for clustering and dimensionality reduction in finance, including supervised and unsupervised classification, community detection in networks, and maximum likelihood clustering. It explores methods to clean and simplify data, reduce noise, and stabilize portfolios through structure and constraints.

Instructor

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Official source

https://mediaspace.epfl.ch/media/0_abshkd92

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Ontological neighbourhood

Information engineering

Machine learning: Unsupervised learning

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