3 papers
stat.ML2020
Clustering Binary Data by Application of Combinatorial Optimization Heuristics
Javier Trejos-Zelaya, Luis Eduardo Amaya-Briceño, Alejandra Jiménez-Romero +3
We study clustering methods for binary data, first defining aggregation criteria that measure the compactness of clusters. Five new and original methods are introduced, using neigh…
q-fin.GN2020
Estimation of the yield curve for Costa Rica using combinatorial optimization metaheuristics applied to nonlinear regression
Andres Quiros-Granados, JAvier Trejos-Zelaya
The term structure of interest rates or yield curve is a function relating the interest rate with its own term. Nonlinear regression models of Nelson-Siegel and Svensson were used…
stat.ML2019
Clustering via Ant Colonies: Parameter Analysis and Improvement of the Algorithm
Jeffry Chavarria-Molina, Juan Jose Fallas-Monge, Javier Trejos-Zelaya
An ant colony optimization approach for partitioning a set of objects is proposed. In order to minimize the intra-variance, or within sum-of-squares, of the partitioned classes, we…