In this paper we propose an unsupervised voting-merging scheme that is capable of clustering data sets, and also of finding the number of clusters existing in them. The voting part of the algorithm allows us to combine several runs of clustering algorithms resulting in a common partition.(...)

In this study we combine clustering techniques with a moving window algorithm in order to filter financial market data outliers. We apply the algorithm to a set of financial market data which consists of 25 series selected from a larger dataset using a cluster analysis technique taking into...