Hausdorff clustering of financial time series

Nicolas Basalto, Roberto Bellotti, Francesco De Carlo, Paolo Facchi and Saverio Pascazio

Papers from arXiv.org

Abstract: 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.

Date: 2005-04
References: Add references at CitEc
Citations:

Published in Physica A 379 (2007) 635

Downloads: (external link)
http://arxiv.org/pdf/physics/0504014 Latest version (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:physics/0504014

Access Statistics for this paper

More papers in Papers from arXiv.org
Bibliographic data for series maintained by arXiv administrators ().