MATH 6020 — Multilinear Models
The assignment that I’m including in my ePortfolio to represent this course is my final project for this course. I examined the behavior of different clustering methods on stock data, and I derived and developed a model-based clustering method for clustering stocks based on the assumption that the data was generated by an AR(1) model. My project includes the results of these clustering methods and R code for implementing AR(1)-based clustering. R and Python were used for the analysis in this project.