4 papers
A Bayesian Networks Approach to Operational Risk
V. Aquaro, M. Bardoscia, R. Bellotti +3
A system for Operational Risk management based on the computational paradigm of Bayesian Networks is presented. The algorithm allows the construction of a Bayesian Network targeted…
Hausdorff clustering
N. Basalto, R. Bellotti, F. De Carlo +3
A clustering algorithm based on the Hausdorff distance is introduced and compared to the single and complete linkage. The three clustering procedures are applied to a toy example a…
Clustering stock market companies via chaotic map synchronization
N. Basalto, R. Bellotti, F. De Carlo +2
A pairwise clustering approach is applied to the analysis of the Dow Jones index companies, in order to identify similar temporal behavior of the traded stock prices. To this end,…
Clustering data by inhomogeneous chaotic map lattices
L. Angelini, F. De Carlo, C. Marangi +2
A new approach to clustering, based on the physical properties of inhomogeneous coupled chaotic maps, is presented. A chaotic map is assigned to each data-point and short range cou…