Efficient Data ClusteringCovers efficient data exploitation through clustering methods and the optimization of market returns using asset clustering.
Unsupervised Behavior ClusteringExplores unsupervised behavior clustering and dimensionality reduction techniques, covering algorithms like K-Means, DBSCAN, and Gaussian Mixture Model.
Clustering: Theory and PracticeCovers the theory and practice of clustering algorithms, including PCA, K-means, Fisher LDA, spectral clustering, and dimensionality reduction.
Dynamic Portfolio ChoiceExplores dynamic portfolio choice with time-varying opportunities and transaction costs, providing optimal strategies and empirical insights.