Self-organizing maps could improve the classification of Spanish mutual funds

Author:

Moreno David,Marco Paulina,Olmeda Ignacio

Publisher

Elsevier BV

Subject

Information Systems and Management,Management Science and Operations Research,Modeling and Simulation,General Computer Science,Industrial and Manufacturing Engineering

Reference23 articles.

1. Aha, D.W., 1990. A Study of Instance-Based Algorithms for Supervised Learning Tasks, Technical Report, University of California, Irvine.

2. Some new indexes of cluster validity;Bezdek;IEEE Transactions on Systems, Man and Cybernetics,1998

3. Performance persistence;Brown;Journal of Finance,1995

4. Mutual fund styles;Brown;Journal of Financial Economics,1997

5. Survivorship bias in performance studies;Brown;Review of Financial Studies,1992

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