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arXiv physics/0504014physics.soc-phcond-mat.stat-mechq-fin.ST
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Hausdorff clustering of financial time series

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

英文摘要:

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.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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