Using the Agglomerative Method of Hierarchical Clustering as a Data Mining Tool in Capital Market
Data(s) |
10/04/2009
03/09/2009
10/04/2009
03/09/2009
2008
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Resumo |
The purpose of this paper is to explain the notion of clustering and a concrete clustering method- agglomerative hierarchical clustering algorithm. It shows how a data mining method like clustering can be applied to the analysis of stocks, traded on the Bulgarian Stock Exchange in order to identify similar temporal behavior of the traded stocks. This problem is solved with the aid of a data mining tool that is called XLMiner™ for Microsoft Excel Office. |
Identificador |
1313-0463 |
Idioma(s) |
en |
Publicador |
Institute of Information Theories and Applications FOI ITHEA |
Palavras-Chave | #Data Mining #Knowledge Discovery #Agglomerative Hierarchical Clustering |
Tipo |
Article |