dorsal/arxiv
View SchemaHausdorff clustering of financial time series
| Authors | Nicolas Basalto, Roberto Bellotti, Francesco De Carlo, Paolo Facchi, Saverio Pascazio |
|---|---|
| Categories | |
| ArXiv ID | physics/0504014 |
| URL | https://arxiv.org/abs/physics/0504014 |
| DOI | 10.1016/j.physa.2007.01.011 |
| Journal | Physica A 379 (2007) 635 |
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.
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"abstract": "A clustering procedure, based on the Hausdorff distance, is introduced and\ntested on the financial time series of the Dow Jones Industrial Average (DJIA)\nindex.",
"arxiv_id": "physics/0504014",
"authors": [
"Nicolas Basalto",
"Roberto Bellotti",
"Francesco De Carlo",
"Paolo Facchi",
"Saverio Pascazio"
],
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"physics.soc-ph",
"cond-mat.stat-mech",
"q-fin.ST"
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"doi": "10.1016/j.physa.2007.01.011",
"journal_ref": "Physica A 379 (2007) 635",
"title": "Hausdorff clustering of financial time series",
"url": "https://arxiv.org/abs/physics/0504014"
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