Clustering financial return distributions using the Fisher information metric

Mathematics

• Clustering 71%
• Complications 14%
• Correspondence 10%
• Differential Geometry 12%
• Distance Function 13%
• Equity 17%
• Extreme Values 13%
• Family 5%
• Financial Risk 18%
• Fisher Information 90%
• Fisher Information Matrix 30%
• Form 5%
• Generalized Extreme Value Distribution 38%
• Geodesic 10%
• High-dimensional 10%
• Information Geometry 16%
• Metric 49%
• Model 24%
• Nearest Neighbor 13%
• Pareto 13%
• Review 9%
• Riemannian Manifold 10%
• Similarity 10%
• Similarity Measure 15%
• Statistics 8%
• Target 21%

Physics & Astronomy

• differential geometry 17%
• Fisher information 100%
• geometry 7%
• matrices 13%
• statistics 9%

Engineering & Materials Science

• Fisher information matrix 35%
• Geometry 15%
• Hierarchical clustering 14%
• Statistics 9%