Hausdorff clustering of financial time series
classification
⚛️ physics.soc-ph
cond-mat.stat-mechq-fin.ST
keywords
clusteringfinancialhausdorffseriestimeaveragedistancedjia
read the original 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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