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Author:Bensmail, Halima 

Working Paper
Analyzing imputed financial data: a new approach to cluster analysis

The authors introduce a novel statistical modeling technique to cluster analysis and apply it to financial data. Their two main goals are to handle missing data and to find homogeneous groups within the data. Their approach is flexible and handles large and complex data structures with missing observations and with quantitative and qualitative measurements. The authors achieve this result by mapping the data to a new structure that is free of distributional assumptions in choosing homogeneous groups of observations. Their new method also provides insight into the number of different ...
FRB Atlanta Working Paper , Paper 2004-20

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