Clustering on Scenario 3 GARCH(1,1) processes (T=5000)
49Mean ARIProposed (spectral)
Evaluation Results
| Method | Links | ||
|---|---|---|---|
| Proposed (spectral)Clustering Algorithm=spectral2026.05 | 49 | 43.1 | |
| Hierarchical2026.05 | 40.9 | 30.7 | |
| K-Means2026.05 | 38.8 | 28.5 | |
| K-Medoids2026.05 | 31.2 | 20.2 | |
| Proposed (Louvain)Clustering Algorithm=Louvain2026.05 | 31.1 | 17.5 |