Robust clustering of banks in Argentina
Fil: Díaz, Margarita. Universidad Nacional de Córdoba. Facultad de Ciencias Económicas. Departamento de Estadística; Argentina.
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| Format: | conferenceObject |
| Language: | eng |
| Published: |
2022
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| Online Access: | http://hdl.handle.net/11086/28045 |
| _version_ | 1806012028508176384 |
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| author | Díaz, Margarita Vargas, José M. García, Fernando |
| author_facet | Díaz, Margarita Vargas, José M. García, Fernando |
| author_sort | Díaz, Margarita |
| collection | Repositorio Digital Universitario |
| description | Fil: Díaz, Margarita. Universidad Nacional de Córdoba. Facultad de Ciencias Económicas. Departamento de Estadística; Argentina. |
| format | conferenceObject |
| id | rdu-unc.28045 |
| institution | Universidad Nacional de Cordoba |
| language | eng |
| publishDate | 2022 |
| record_format | dspace |
| spelling | rdu-unc.280452024-07-08T15:37:10Z Robust clustering of banks in Argentina Díaz, Margarita Vargas, José M. García, Fernando Robust clustering Projection pursuit Common principal Components influence measures Fil: Díaz, Margarita. Universidad Nacional de Córdoba. Facultad de Ciencias Económicas. Departamento de Estadística; Argentina. Fil: Vargas, José M. Universidad Nacional de Córdoba. Facultad de Ciencias Económicas. Departamento de Estadística; Argentina. Fil: Vargas, José M. Universidad Nacional de Villa María. Instituto de Ciencias Básicas y Aplicadas. Departamento de Matemáticas; Argentina. Fil: García, Fernando. Universidad Nacional de Córdoba. Facultad de Ciencias Económicas; Argentina. The purpose of this paper is to classify and characterize 64 banks, active as of 2010 inArgentina, by means of robust techniques used on information gathered during the period 2001-2010. Based on the strategy criteria established in [Wang (2007)] and [Werbin (2010)], seven variables were selected. In agreement with bank theory, four “natural” clusters were obtained, named “Personal”, “Commercial”, “Typical and “Other banks”, using robust K-means clustering as implemented in R statistical language through the function [Kondo (2011)] detecting six outliers in the process. In order to characterize each group, projection pursuit based robust principal component analysis, [Croux (2005)], was conducted on each cluster revealing approximately a similar component structure explained by three components in excess of 80%, granting a common principal components analysis as in [Boente (2002)]. This allowed us to identify three variables which suffice for grouping and characterizing each cluster. Boente influence measures were used to detect extreme cases in the common principal components analysis. Fil: Díaz, Margarita. Universidad Nacional de Córdoba. Facultad de Ciencias Económicas. Departamento de Estadística; Argentina. Fil: Vargas, José M. Universidad Nacional de Córdoba. Facultad de Ciencias Económicas. Departamento de Estadística; Argentina. Fil: Vargas, José M. Universidad Nacional de Villa María. Instituto de Ciencias Básicas y Aplicadas. Departamento de Matemáticas; Argentina. Fil: García, Fernando. Universidad Nacional de Córdoba. Facultad de Ciencias Económicas; Argentina. Otras Economía y Negocios 2022-08-07T22:54:44Z 2022-08-07T22:54:44Z 2014-10 conferenceObject http://hdl.handle.net/11086/28045 eng Licencia Creative Commons Atribución-NoComercial 4.0 Internacional http://creativecommons.org/licenses/by-nc/4.0/ Impreso |
| spellingShingle | Robust clustering Projection pursuit Common principal Components influence measures Díaz, Margarita Vargas, José M. García, Fernando Robust clustering of banks in Argentina |
| title | Robust clustering of banks in Argentina |
| title_full | Robust clustering of banks in Argentina |
| title_fullStr | Robust clustering of banks in Argentina |
| title_full_unstemmed | Robust clustering of banks in Argentina |
| title_short | Robust clustering of banks in Argentina |
| title_sort | robust clustering of banks in argentina |
| topic | Robust clustering Projection pursuit Common principal Components influence measures |
| url | http://hdl.handle.net/11086/28045 |
| work_keys_str_mv | AT diazmargarita robustclusteringofbanksinargentina AT vargasjosem robustclusteringofbanksinargentina AT garciafernando robustclusteringofbanksinargentina |