Title of article
Hausdorff clustering of financial time series
Author/Authors
Nicolas Basalto، نويسنده , , Roberto Bellotti، نويسنده , , Francesco De Carlo، نويسنده , , Paolo Facchi، نويسنده , , Ester Pantaleo، نويسنده , , Saverio Pascazio، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2007
Pages
10
From page
635
To page
644
Abstract
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.
Journal title
Physica A Statistical Mechanics and its Applications
Serial Year
2007
Journal title
Physica A Statistical Mechanics and its Applications
Record number
871665
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