مروری بر پژوهش‌های انجام‌شده در خصوص خوشه‌بندی سری‌های زمانی مالی: رویکرد نگاشت دانش

پیشرفت های مالی و سرمایه گذاری

دوره 2، شماره 2، فروردین 1400، صفحه 57-23   

نوع مقاله: پژوهشی

شناسه دیجیتال (DOI): 10.30495/afi.2021.1919857.1002

نویسندگان

مرضیه نوراحمدی^{* 1}؛ فاطمه راستی²؛ حجت الله صادقی³

¹دانشجوی دکتری مهندسی مالی، دانشگاه یزد، ایران

²گروه مدیریت مالی.دانشکده اقتصاد،مدیریت و حسابداری.دانشگاه یزد.ایران

³استادیار مدیریت مالی، دانشگاه یزد، ایران

چکیده

میزان اطلاعاتی که ما بازیابی و استفاده می‌کنیم، به سرعت افزایش یافته است. داده کاوی فرایند استخراج داده-های مربوط از حجم زیادی از داده‌ها و روش کشف و پیدا کردن الگوی مناسب از حجم زیادی از مجموعه داده‌ها است. خوشه‌بندی یکی از روش‌های معمول تجزیه‌وتحلیل داده‌های آماری و همچنین یکی از بهترین رویکردهای داده‌کاوی است. این رویکرد به‌عنوان یکی از روش‌های یادگیری بدون نظارت، با به‌کارگیری الگوریتم‌هایی، داده‌های سری‌های زمانی را برحسب معیارهای متفاوتی طبقه‌بندی می‌کند. هدف از پژوهش حاضر بررسی انواع کاربردهای خوشه‌بندی و شبکه‌سازی در حوزه‌های مختلف مالی ازجمله ریسک، معاملات الگوریتمی، بانکداری و دیگر موضوعات پرکاربرد در این حوزه است. در این پژوهش با استفاده از پکیج bibliometrix به‌مرور کلیه پژوهش‌های انجام شده در خصوص خوشه بندی پرداخته می‌شود. ضمن استخراج انواع معیارها و رویکردهای خوشه‌بندی به بررسی کاربردهای آن پرداخته‌شده است. این پژوهش با مروری جامع بر کلیه پژوهش‌های این حوزه می‌تواند به‌عنوان جعبه‌ابزاری در جهت ارائه انواع روش‌های خوشه‌بندی محققان را در ایده پردازی و انتخاب روش مناسب در طبقه‌بندی و تحلیل داده‌های مالی یاری دهد.

کلیدواژه‌ها

خوشه‌بندی؛ سری‌های زمانی مالی؛ شبکه‌های مالی؛ معیارهای فاصله‌ای؛ نگاشت دانش

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