Matches in SemOpenAlex for { <https://semopenalex.org/work/W799172521> ?p ?o ?g. }
Showing items 1 to 74 of
74
with 100 items per page.
- W799172521 abstract "An algorithm is devised for clustering observations based on the densities of points within each individual observations. The Kernel Density Estimation Clustering Algorithm (KCA) performs a search on the graph of the observations' group memberships, where group memberships determines the KDEs that in turn drive changes in the objective function. Option pricing theory is used to demonstrate the utility of the algorithm. Volatility smiles, 2- dimensional plots relating option strike prices and their implied volatilities, are the basis for grouping options." @default.
- W799172521 created "2016-06-24" @default.
- W799172521 creator A5031735736 @default.
- W799172521 date "2014-01-01" @default.
- W799172521 modified "2023-09-27" @default.
- W799172521 title "Kernel Density Estimation Clustering Algorithm with an Application in Characterizing Volatility Smiles" @default.
- W799172521 cites W1503295912 @default.
- W799172521 cites W1967639437 @default.
- W799172521 cites W1983056091 @default.
- W799172521 cites W2049633694 @default.
- W799172521 cites W2077791698 @default.
- W799172521 cites W2103975365 @default.
- W799172521 cites W2114473842 @default.
- W799172521 cites W2567948266 @default.
- W799172521 cites W982383590 @default.
- W799172521 hasPublicationYear "2014" @default.
- W799172521 type Work @default.
- W799172521 sameAs 799172521 @default.
- W799172521 citedByCount "0" @default.
- W799172521 crossrefType "journal-article" @default.
- W799172521 hasAuthorship W799172521A5031735736 @default.
- W799172521 hasConcept C105795698 @default.
- W799172521 hasConcept C11413529 @default.
- W799172521 hasConcept C114614502 @default.
- W799172521 hasConcept C124101348 @default.
- W799172521 hasConcept C149782125 @default.
- W799172521 hasConcept C185429906 @default.
- W799172521 hasConcept C24189920 @default.
- W799172521 hasConcept C33923547 @default.
- W799172521 hasConcept C41008148 @default.
- W799172521 hasConcept C71134354 @default.
- W799172521 hasConcept C73555534 @default.
- W799172521 hasConcept C74193536 @default.
- W799172521 hasConcept C91602232 @default.
- W799172521 hasConceptScore W799172521C105795698 @default.
- W799172521 hasConceptScore W799172521C11413529 @default.
- W799172521 hasConceptScore W799172521C114614502 @default.
- W799172521 hasConceptScore W799172521C124101348 @default.
- W799172521 hasConceptScore W799172521C149782125 @default.
- W799172521 hasConceptScore W799172521C185429906 @default.
- W799172521 hasConceptScore W799172521C24189920 @default.
- W799172521 hasConceptScore W799172521C33923547 @default.
- W799172521 hasConceptScore W799172521C41008148 @default.
- W799172521 hasConceptScore W799172521C71134354 @default.
- W799172521 hasConceptScore W799172521C73555534 @default.
- W799172521 hasConceptScore W799172521C74193536 @default.
- W799172521 hasConceptScore W799172521C91602232 @default.
- W799172521 hasLocation W7991725211 @default.
- W799172521 hasOpenAccess W799172521 @default.
- W799172521 hasPrimaryLocation W7991725211 @default.
- W799172521 hasRelatedWork W1531831820 @default.
- W799172521 hasRelatedWork W165682942 @default.
- W799172521 hasRelatedWork W1977505405 @default.
- W799172521 hasRelatedWork W1994359334 @default.
- W799172521 hasRelatedWork W2093126808 @default.
- W799172521 hasRelatedWork W2094974420 @default.
- W799172521 hasRelatedWork W2127738120 @default.
- W799172521 hasRelatedWork W2130937899 @default.
- W799172521 hasRelatedWork W2157079034 @default.
- W799172521 hasRelatedWork W2340109096 @default.
- W799172521 hasRelatedWork W2914385544 @default.
- W799172521 hasRelatedWork W3000193746 @default.
- W799172521 hasRelatedWork W3043454505 @default.
- W799172521 hasRelatedWork W3121887380 @default.
- W799172521 hasRelatedWork W3123797334 @default.
- W799172521 hasRelatedWork W3125635543 @default.
- W799172521 hasRelatedWork W3163338702 @default.
- W799172521 hasRelatedWork W3190914201 @default.
- W799172521 hasRelatedWork W625302545 @default.
- W799172521 hasRelatedWork W86707149 @default.
- W799172521 isParatext "false" @default.
- W799172521 isRetracted "false" @default.
- W799172521 magId "799172521" @default.
- W799172521 workType "article" @default.