Clustering and prediction of risk spread curves

  • Authors:
  • Ventsislav Nikolov

  • Affiliations:
  • -

  • Venue:
  • CompSysTech '09 Proceedings of the International Conference on Computer Systems and Technologies and Workshop for PhD Students in Computing
  • Year:
  • 2009

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Abstract

In the paper a combination of clustering, detection of risk spread curves in the clusters and prediction is presented. The risk curves are identified and analyzed by two different types of neural networks using supervised and unsupervised learning. Such an analysis allows estimation of future effects about issuers with currently increasing risk in the market.