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Volumn 2005, Issue , 2005, Pages

Hierarchical topological clustering learns stock market sectors

Author keywords

[No Author keywords available]

Indexed keywords

CLASSIFICATION (OF INFORMATION); CLUSTERING ALGORITHMS; EXPERT SYSTEMS; HIERARCHICAL SYSTEMS; INDUSTRIAL ECONOMICS; TOPOLOGY;

EID: 33947692657     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (9)

References (13)
  • 1
    • 0000119298 scopus 로고    scopus 로고
    • Hierarchical structure in financial markets
    • R. N. Mantegna, Hierarchical structure in financial markets, Eur. Phys. J. B, 11:193-197, 1999.
    • (1999) Eur. Phys. J. B , vol.11 , pp. 193-197
    • Mantegna, R.N.1
  • 2
    • 0348195682 scopus 로고    scopus 로고
    • Topology of correlation-based minimum spanning trees in real and model markets
    • G. Bonanno, G. Caldarelli, F. Lillo and R. Mantegna, Topology of correlation-based minimum spanning trees in real and model markets, Phys. Rev. E, 68:046130, 2003.
    • (2003) Phys. Rev. E , vol.68 , pp. 046130
    • Bonanno, G.1    Caldarelli, G.2    Lillo, F.3    Mantegna, R.4
  • 5
    • 0032207166 scopus 로고    scopus 로고
    • Comparing neural networks: A benchmark on Growing Neural Gas, Growing Cell Structures and Fuzzy ARTMAP
    • D. Heinke and F. H. Hamker, Comparing neural networks: a benchmark on Growing Neural Gas, Growing Cell Structures and Fuzzy ARTMAP, IEEE Trans. Neural Networks, 9 (6): 1279-1291.
    • IEEE Trans. Neural Networks , vol.9 , Issue.6 , pp. 1279-1291
    • Heinke, D.1    Hamker, F.H.2
  • 9
    • 33947613895 scopus 로고    scopus 로고
    • FTSE, Universe, Available:, accessed 20 June
    • FTSE, Global Classification Universe, Available: http://www.ftse.com/ indices_marketdata/global_classification/classif_universe.pdf, accessed 20 June 2005.
    • (2005) Global Classification
  • 11
    • 33947694956 scopus 로고    scopus 로고
    • FTSE, Available:, accessed 28 June
    • FTSE, UK Index Series, Available: http://www.ftse.com/indices_marketdata/ uk_series/index_home.jsp#ftse 100, accessed 28 June 2005.
    • (2005) UK Index Series
  • 12
    • 0000235019 scopus 로고
    • A study of Standardization of Variables in Cluster Analysis
    • G. W. Milligan and M. C. Cooper. A study of Standardization of Variables in Cluster Analysis, J. Classification, 5:181-204, 1988.
    • (1988) J. Classification , vol.5 , pp. 181-204
    • Milligan, G.W.1    Cooper, M.C.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.