Hausdorff clustering of financial time series
نویسندگان
چکیده
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. r 2007 Elsevier B.V. All rights reserved.
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