Extracting clusters from aggregate panel data: a market segmentation study

This paper introduces a new application of the Sequential Quadratic Programing (SQP) algorithm to the context of clustering aggregate panel data. The optimization applies the SQP method in parameter estimation. The method is illustrated on synthetic and empirical data sets. Distinct models are estim...

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Bibliographic Details
Main Author: Trindade, G. (author)
Other Authors: Dias, J. G. (author), Ambrósio, J. (author)
Format: article
Language:eng
Published: 2017
Subjects:
Cluster analysis
Market segmentation
Panel data
Sequential quadratic programing
Online Access:http://hdl.handle.net/10071/13138
Country:Portugal
Oai:oai:repositorio.iscte-iul.pt:10071/13138

Internet

http://hdl.handle.net/10071/13138

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