Hausdorff clustering of financial time series

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dc.creatorBasalto, Nicolas
dc.creatorBellotti, Roberto
dc.creatorDe Carlo, Francesco
dc.creatorFacchi, Paolo
dc.creatorPascazio, Saverio
dc.date2005-04-01
dc.date.accessioned2026-07-07T12:07:32Z
dc.date.available2026-07-07T12:07:32Z
dc.descriptionA clustering procedure, based on the Hausdorff distance, is introduced and tested on the financial time series of the Dow Jones Industrial Average (DJIA) index.
dc.description9 pages, 3 figures
dc.identifierhttps://arxiv.org/abs/physics/0504014
dc.identifierhttp://arxiv.org/abs/physics/0504014
dc.identifierPhysica A 379 (2007) 635
dc.identifierdoi:10.1016/j.physa.2007.01.011
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/208999
dc.subjectPhysics and Society
dc.subjectStatistical Mechanics
dc.subjectStatistical Finance
dc.titleHausdorff clustering of financial time series
dc.typetext

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