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Advanced Information Networking and Applications Workshops, International Conference on (2007)
Niagara Falls, Ontario, Canada
May 21, 2007 to May 23, 2007
ISBN: 0-7695-2847-3
pp: 373-378
Sayed W. Qaiyumi , University of London, UK
Daniel Stamate , University of London, UK
ABSTRACT
We introduce a new approach of reducing dimensions and clustering of a database, inspired from a computational model used to evaluate economical parameters. This computational model is based on two well known methods for the valuation of assets, namely the Dividend Valuation Model (DVM) and the Capital Asset Pricing Model (CAPM). The model we introduce is called the Risk and Return Model (RRM), and the technique of dimensions reduction is based on calculating the highest risk or in other words the lowest return associated with each attribute/ column in the database. The attributes with the highest risk or lowest return grades are reduced. We have applied a model similar to DVM to cluster the dimensionally reduced data.
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CITATION

S. W. Qaiyumi and D. Stamate, "Reduction in Dimensions and Clustering Using Risk and Return Model," Advanced Information Networking and Applications Workshops, International Conference on(AINAW), Niagara Falls, Ontario, Canada, 2007, pp. 373-378.
doi:10.1109/AINAW.2007.308
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