Hausdorff clustering of financial time series

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Abstract

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A clustering procedure, based on the Hausdorff distance, is introduced and tested on the financial time series of the Dow Jones Industrial Average (DJIA) index.
9 pages, 3 figures

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Physics and Society, Statistical Mechanics, Statistical Finance

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http://salesiana.dossiersoluciones.com/handle/123456789/208999

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/physics/0504014
 http://arxiv.org/abs/physics/0504014
 Physica A 379 (2007) 635
 doi:10.1016/j.physa.2007.01.011

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arXiv