A clustering procedure is introduced based on the Hausdorff distance as a similarity measure between clusters of elements. The method is applied to the financial time series of the Dow Jones industrial average (DJIA) index to find companies that share a similar behavior. Comparisons are made with other linkage algorithms
We review a correlation based clustering procedure applied to a portfolio of assets synchronously tr...
In finance, cluster analysis is a tool particularly useful for classifying stock market multivariate...
In this work we discuss the clustering procedure of time series of financial returns in groups being...
A clustering procedure is introduced based on the Hausdorff distance as a similarity measure between...
A clustering algorithm based on the Hausdorff distance is introduced and compared to the single and ...
A clustering algorithm based on the Hausdorff distance is analyzed and compared to the single, compl...
A clustering algorithm based on the Hausdorff distance is analyzed and compared to the single, compl...
Time series clustering is heavily based on choosing a proper dissimilarity measure between a pair of...
AbstractIn this article I present a dynamic clustering algorithm applied on financial time series da...
In finance, cluster analysis is a tool particularly useful for classifying stock market multivariate...
In finance, cluster analysis is a tool particularly useful for classifying stock market multivariate...
In finance, cluster analysis is a tool particularly useful for classifying stock market multivariate...
In finance, cluster analysis is a tool particularly useful for classifying stock market multivariate...
In finance, cluster analysis is a tool particularly useful for classifying stock market multivariate...
We review a correlation based clustering procedure applied to a portfolio of assets synchronously tr...
We review a correlation based clustering procedure applied to a portfolio of assets synchronously tr...
In finance, cluster analysis is a tool particularly useful for classifying stock market multivariate...
In this work we discuss the clustering procedure of time series of financial returns in groups being...
A clustering procedure is introduced based on the Hausdorff distance as a similarity measure between...
A clustering algorithm based on the Hausdorff distance is introduced and compared to the single and ...
A clustering algorithm based on the Hausdorff distance is analyzed and compared to the single, compl...
A clustering algorithm based on the Hausdorff distance is analyzed and compared to the single, compl...
Time series clustering is heavily based on choosing a proper dissimilarity measure between a pair of...
AbstractIn this article I present a dynamic clustering algorithm applied on financial time series da...
In finance, cluster analysis is a tool particularly useful for classifying stock market multivariate...
In finance, cluster analysis is a tool particularly useful for classifying stock market multivariate...
In finance, cluster analysis is a tool particularly useful for classifying stock market multivariate...
In finance, cluster analysis is a tool particularly useful for classifying stock market multivariate...
In finance, cluster analysis is a tool particularly useful for classifying stock market multivariate...
We review a correlation based clustering procedure applied to a portfolio of assets synchronously tr...
We review a correlation based clustering procedure applied to a portfolio of assets synchronously tr...
In finance, cluster analysis is a tool particularly useful for classifying stock market multivariate...
In this work we discuss the clustering procedure of time series of financial returns in groups being...