Search results for "clustering method"
showing 4 items of 4 documents
Neural Modeling of Greenhouse Gas Emission from Agricultural Sector in European Union Member Countries
2018
The present paper discusses a novel methodology based on neural network to determine agriculture emission model simulations. Methane and nitrous oxide are the key pollutions among greenhouse gases being a major contribution to climate changes because of their high potential global impact. Using statistical clustering (k-means and Ward’s method), five meaningful clusters of countries with similar level of greenhouse gases emission were identified. Neural modeling using multi-layer perceptron networks was performed for countries placed in particular groups. The parameters that characterize the quality of a network are the predictive errors (mainly validation and test) and they are high (0.97–…
Cluster analysis for portfolio optimization
2005
We consider the problem of the statistical uncertainty of the correlation matrix in the optimization of a financial portfolio. We show that the use of clustering algorithms can improve the reliability of the portfolio in terms of the ratio between predicted and realized risk. Bootstrap analysis indicates that this improvement is obtained in a wide range of the parameters N (number of assets) and T (investment horizon). The predicted and realized risk level and the relative portfolio composition of the selected portfolio for a given value of the portfolio return are also investigated for each considered filtering method.
An algorithm for earthquakes clustering based on maximum likelihood
2007
In this paper we propose a clustering technique set up to separate and find out the two main components of seismicity: the background seismicity and the triggered one. We suppose that a seismic catalogue is the realization of a non homogeneous space-time Poisson clustered process, with a different parametrization for the intensity function of the Poisson-type component and of the clustered (triggered) component. The method here proposed assigns each earthquake to the cluster of earthquakes, or to the set of independent events, according to the increment to the likelihood function, computed using the conditional intensity function estimated by maximum likelihood methods and iteratively chang…
Hierarchical Analysis of Forms of Support for Employees in the Field of Health Protection and Quality of Work during the COVID-19 Pandemic and the De…
2022
Issues of employee support during the COVID-19 pandemic and the post-pandemic period are of an interdisciplinary nature. Moreover, these should be considered from both an epistemological and a practical perspective. The aim of this study was to determine what forms of support for employees in terms of health and quality of work were provided by employers during the pandemic and what forms of support will be expected by employees after it ceases. The research process was carried out in two stages: primary and secondary exploration and quantitative clarification. In the first stage, a systematic review of the literature and a critical analysis of the so-called grey literature was performed. I…