Author/Authors :
Nicolas Basalto، نويسنده , , Roberto Bellotti، نويسنده , , Francesco De Carlo، نويسنده , , Paolo Facchi، نويسنده , , Ester Pantaleo، نويسنده , , Saverio Pascazio، نويسنده ,
Abstract :
A clustering procedure is introduced based on the Hausdorff distance as a similarity measure between clusters of elements. The method is applied to the financial time series of the Dow Jones industrial average (DJIA) index to find companies that share a similar behavior. Comparisons are made with other linkage algorithms.
