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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Detalhes bibliográficos
Autor principal: Trindade, G. (author)
Outros Autores: Dias, J. G. (author), Ambrósio, J. (author)
Formato: article
Idioma:eng
Publicado em: 2017
Assuntos:
Cluster analysis
Market segmentation
Panel data
Sequential quadratic programing
Texto completo:http://hdl.handle.net/10071/13138
País:Portugal
Oai:oai:repositorio.iscte-iul.pt:10071/13138

Texto Completo

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

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