Clustering is nowadays widely applied in finance, for solving portfolio selection and risk management problems. In this paper, we propose a review related to both state-of-the-art and of the recent developments of this approach. We adopt a bibliometric analysis, mapping the main issues discussed by scholars in the last 30 years with a network-based technique known as thematic analysis.
Clustering of financial time series: a bibliometric analysis
Michelangelo Misuraca;
2022-01-01
Abstract
Clustering is nowadays widely applied in finance, for solving portfolio selection and risk management problems. In this paper, we propose a review related to both state-of-the-art and of the recent developments of this approach. We adopt a bibliometric analysis, mapping the main issues discussed by scholars in the last 30 years with a network-based technique known as thematic analysis.File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.