---
title: "Spectral Clustering"
method: POST
path: "/assets/clustering/spectral/correlation-based"
tags: ["Assets / Clustering / Correlation-Based"]
---

# Spectral Clustering

`POST /assets/clustering/spectral/correlation-based`

Compute a partition of a universe of assets into clusters using a spectral clustering method.

References
 * [Brownlees, C., Guomundsson, G. S., & Lugosi, G. (2020). Community Detection in Partial Correlation Network Models. Journal of Business & Economic Statistics, 40(1), 216–226](https://www.tandfonline.com/doi/abs/10.1080/07350015.2020.1798241)
 * [Mihai Cucuringu, Peter Davies, Aldo Glielmo, Hemant Tyagi, SPONGE: A generalized eigenproblem for clustering signed networks, Proceedings of the Twenty-Second International Conference on Artificial Intelligence and Statistics, PMLR 89:1088-1098, 2019](https://proceedings.mlr.press/v89/cucuringu19a.html)

## Request body

- object
  - `assets` integer, required — The number of assets
  - `assetsCorrelationMatrix` array[], required — assetsCorrelationMatrix[i][j] is the correlation between the asset i and the asset j
    - number[]
  - `clusteringMethod` 'blockbuster' | 'sponge' | 'spongeSymmetric' — The hierarchical clustering method to use
  - `clusters` integer — The number of clusters to group the assets into; if not provided, it is computed using a proprietary procedure
  - `clusteringSimulations` integer — The number of clustering simulations to perform when the number of clusters is computed using a proprietary variation of Horn's parallel analysis method
  - `positiveDegreeMatrixRegularizationParameter` number — The regularization parameter applicable to the positive degree matrix, in case the clustering method is either SPONGE or symmetric SPONGE
  - `negativeDegreeMatrixRegularizationParameter` number — The regularization parameter applicable to the positive degree matrix, in case the clustering method is either SPONGE or symmetric SPONGE

## Response `200`

OK

- object
  - `assetsGroups` array[], required — assetsGroups[k] is the indexes of the assets belonging to the assets group k
    - integer[]

---

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