Hausdorff clustering of financial time series
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.
Year of publication: |
2005-04
|
---|---|
Authors: | Basalto, Nicolas ; Bellotti, Roberto ; Carlo, Francesco De ; Facchi, Paolo ; Pascazio, Saverio |
Institutions: | arXiv.org |
Saved in:
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