Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
978225 | Physica A: Statistical Mechanics and its Applications | 2007 | 10 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Nicolas Basalto, Roberto Bellotti, Francesco De Carlo, Paolo Facchi, Ester Pantaleo, Saverio Pascazio,