51 citations · 113 across the 3 of their papers we have counts for
3 papers
q-fin.ST2008★ 15 cited
Hausdorff clustering
N. Basalto, R. Bellotti, F. De Carlo +3
A clustering algorithm based on the Hausdorff distance is introduced and compared to the single and complete linkage. The three clustering procedures are applied to a toy example a…
physics.soc-ph2005★ 47 cited
Hausdorff clustering of financial time series
Nicolas Basalto, Roberto Bellotti, Francesco De Carlo +2
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.
cond-mat.dis-nn2004★ 51 cited
Clustering stock market companies via chaotic map synchronization
N. Basalto, R. Bellotti, F. De Carlo +2
A pairwise clustering approach is applied to the analysis of the Dow Jones index companies, in order to identify similar temporal behavior of the traded stock prices. To this end,…