Showing 1 - 10 of 13,742
Persistent link: https://www.econbiz.de/10012145962
Persistent link: https://www.econbiz.de/10001883208
Persistent link: https://www.econbiz.de/10008811389
Persistent link: https://www.econbiz.de/10011947381
Persistent link: https://www.econbiz.de/10001389305
Persistent link: https://www.econbiz.de/10001592353
This paper presents a procedure for studying industrial performance and related issues such as changes in the wage structure. This procedure combines cluster analysis and discriminant analysis as a package, and applies this package to time series data. This enables us to organize industrial data...
Persistent link: https://www.econbiz.de/10014156247
Persistent link: https://www.econbiz.de/10013533308
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...
Persistent link: https://www.econbiz.de/10013138559
In this paper, we describe a method for clustering financial time series which is based on community analysis, a recently developed approach for partitioning the nodes of a network (graph). A network with N nodes is associated to the set of N time series. The weight of the link (i; j), which...
Persistent link: https://www.econbiz.de/10013121909