Contrarians and Volatility Clustering.

E. R. Grannan G. H. Swindle

Published in: Complex Syst. (1994)

Keyphrases

clustering algorithm
k means
clustering method
information theoretic
unsupervised learning
categorical data
stock market
graph theoretic
case study
data clustering
cluster analysis
stock price
similarity function
hierarchical clustering
spectral clustering
outlier detection
decision trees