Cluster analysis of imputed financial data using an augmentation-based algorithm

Halima Bensmail; R. P. DeGennaro

Cluster analysis of imputed financial data using an augmentation-based algorithm

University of Tennessee, Knoxville

Research output: Chapter in Book/Report/Conference proceeding › Chapter › peer-review

Abstract

This paper introduces and applies a new statistical modelling technique to carry out cluster analysis on imputed financial companies data that offer a direct investment plan. We show how this new method correctly classifies the companies without Dividend Reinvestment Plans (DRIPS), and determines misclassified companies.

Original language	English
Title of host publication	Statistical Data Mining and Knowledge Discovery
Publisher	CRC Press
Pages	513-528
Number of pages	16
ISBN (Electronic)	9780203497159
ISBN (Print)	9781584883449
Publication status	Published - 1 Jan 2003
Externally published	Yes

Cite this

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Cluster analysis of imputed financial data using an augmentation-based algorithm

Abstract

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