UnFEAR: Unsupervised Feature Extraction Clustering with an Application to Crisis Regimes Classification

Nopic
We introduce unFEAR, Unsupervised Feature Extraction Clustering, to identify economic crisis regimes. Given labeled crisis and non-crisis episodes and the corresponding features values, unFEAR uses unsupervised representation learning and a novel mode contrastive autoencoder to group episodes into time-invariant non-overlapping clusters, each of... READ MORE...

Publication date: November 2020
ISBN 9781513561660
$18.00

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Publication date: November 2020

English