This thesis aims to cluster financial account time series by extracting global features from the time series and by using two different dimensionality reduction methods, Kohonen Self Organizing Maps and principal component analysis, to cluster the set of the time series by using K-means. The results are then used to further cluster a set of financial services provided by a financial institution, to determine if it is possible to find a set of services which coincide with the time series clusters. The results find several sets of services that are prevalent in the different time series clusters. The resulting method can be used to understand the dynamics between deposits variability and the customers usage of different services and to analyse whether a service is more used in different clusters. / Målet med denna uppsats är att klustra tidsserier över finansiella konton genom att extrahera tidsseriernas karakteristik. För detta används två metoder för att reducera tidsseriernas dimensionalitet, Kohonen Self Organizing Maps och principal komponent analys. Resultatet används sedan för att klustra finansiella tjänster som en kund använder, med syfte att analysera om det existerar ett urval av tjänster som är mer eller mindre förekommande bland olika tidsseriekluster. Resultatet kan användas för att analysera dynamiken mellan kontobehållning och kundens finansiella tjänster, samt om en tjänst är mer förekommande i ett tidsseriekluster.

Luxembourg is one of the most successful financial centers in the world. Initially associated with international syndicated loans, euro-bonds and euro-currency markets, Luxembourg has developed as a center for private banking and is currently the second largest center for the domiciliation of investment funds in the world after the US - with a portfolio equivalent to about sixty times the country’s GDP -, and the first captive reinsurance market in the European Union. As in many other financial centers, the interbank market plays an important role. This partly reflects intra-group operations of foreign banks using their Luxembourg branches and subsidiaries to adjust their liquidity position. More generally, Luxembourg has attracted foreign banks seeking to benefit from its favorable regulatory framework, political stability, language skills of the local workforce and the agglomeration of specialized skills in accounting and legal services.<p><p>The importance of the financial sector in Luxembourg implies that a computable general equilibrium (CGE) model with explicit modeling of the financial sector is indispensable in order to properly take into account the interaction between the financial and the real sector in the economy and the interconnectedness between different financial institutional sectors (e.g. commercial banks and investment funds). Explicit modeling of the financial sector also allows for an analysis of how the economy might respond to financial shocks.<p><p>This dissertation contributes to the literature by developing two analytical tools:<p><p>1.\ / Doctorat en Sciences économiques et de gestion / info:eu-repo/semantics/nonPublished