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Dissimilarity of Observations for Sparse Numerical Data

Dissimilarity of Observations for Sparse Numerical Data

by IanRayner | Apr 27, 2016 | 0 comments

How to measure the dissimilarity of observations for sparse numerical data – a novel approach using weighted symmetric and asymmetric binary distances.

Distance Between Observations (Numeric & Ordinal Data)

Distance Between Observations (Numeric & Ordinal Data)

by IanRayner | Feb 9, 2016 | 0 comments

In order to “cluster” observations we need some measure of how alike or different they are. This leads naturally to the concept of a distance between observations. Here we explore how to calculate the distance between observations made up of numerical and ordinal data.

Cluster Analysis – How to Find Categories in Data

Cluster Analysis – How to Find Categories in Data

by IanRayner | Jan 22, 2016 | 0 comments

The problem of categorization presents itself in many aspects of life. When marketers talk of “market segmentation” they essentially mean: “what categories of customer are there?” When investors talk of “asset classes” they...

Ian Rayner

Ian Rayner, Hedge Fund Consultant.

Hedge fund advisor: Make smarter allocations. Build better portfolios.

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