Clustering stock market companies via chaotic map synchronization

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, the chaotic map clustering algorithm is used, where a map is associated to each company and the correlation coefficients of the financial time series are associated to the coupling strengths between maps. The simulation of a chaotic map dynamics gives rise to a natural partition of the data, as companies belonging to the same industrial branch are often grouped together. The identification of clusters of companies of a given stock market index can be exploited in the portfolio optimization strategies.Comment: 12 pages, 3 figure

Hausdorff clustering of financial time series

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.Comment: 9 pages, 3 figure

Hausdorff clustering

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 and to the time series of financial data. The dendrograms are scrutinized and their features confronted. The Hausdorff linkage relies of firm mathematical grounds and turns out to be very effective when one has to discriminate among complex structures.Comment: 12 pages, 13 figure

Synchronization in complex networks

Synchronization processes in populations of locally interacting elements are in the focus of intense research in physical, biological, chemical, technological and social systems. The many efforts devoted to understand synchronization phenomena in natural systems take now advantage of the recent theory of complex networks. In this review, we report the advances in the comprehension of synchronization phenomena when oscillating elements are constrained to interact in a complex network topology. We also overview the new emergent features coming out from the interplay between the structure and the function of the underlying pattern of connections. Extensive numerical work as well as analytical approaches to the problem are presented. Finally, we review several applications of synchronization in complex networks to different disciplines: biological systems and neuroscience, engineering and computer science, and economy and social sciences.Comment: Final version published in Physics Reports. More information available at http://synchronets.googlepages.com

La integración de aplicaciones informáticas y la geometría: una mirada desde la superación en la universidad pedagógica

The university is responsible for ensuring improvement permanent master practitioners and training for fulfillment of the counselor, teacher - methodological and research, which with the introduction of technologies information and communication in the school tend to improved since their impact on the teaching -learning.In the inter-linkages subject, from the relationship Computer Geometry and the second cycle of primary school considered important to implement a course of improvement in which Besides providing teachers with the required update in the use of computer applications, acquire knowledge and practical about the teaching strategy for the integration of computer applications and the geometry of the second cycle.La universidad pedagógica es la encargada de garantizar la superación permanente de los maestros en ejercicio y en formación para el cumplimiento de las funciones orientadora, docente - metodológica e investigativa, las que con la introducción de las tecnologías de la información y las comunicaciones en el contexto escolar tienden a perfeccionarse.Para el establecimiento de vínculos inter-asignatura desde la relación de la Geometría y la Computación se considera importante la implementación de un curso de superación en el que los maestros adquieran conocimientos teóricos y prácticos acerca de la estrategia didáctica para la integración de aplicaciones informáticas y la geometría del segundo ciclo

La integración de aplicaciones informáticas y la geometría: una mirada desde la superación en la universidad pedagógica

La universidad pedagógica es la encargada de garantizar la superación permanente de los maestros en ejercicio y en formación para el cumplimiento de las funciones orientadora, docente - metodológica e investigativa, las que con la introducción de las tecnologías de la información y las comunicaciones en el contexto escolar tienden a perfeccionarse. Para el establecimiento de vínculos inter-asignatura desde la relación de la Geometría y la Computación se considera importante la implementación de un curso de superación en el que los maestros adquieran conocimientos teóricos y prácticos acerca de la estrategia didáctica para la integración de aplicaciones informáticas y la geometría del segundo ciclo

Hausdorff clustering of financial time series

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.

Clustering stock market companies via chaotic map synchronization

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, the chaotic map clustering algorithm is used, where a map is associated to each company and the correlation coefficients of the financial time series are associated to the coupling strengths between maps. The simulation of a chaotic map dynamics gives rise to a natural partition of the data, as companies belonging to the same industrial branch are often grouped together. The identification of clusters of companies of a given stock market index can be exploited in the portfolio optimization strategies.

Hausdorff clustering

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 and to the time series of financial data. The dendrograms are scrutinized and their features confronted. The Hausdorff linkage relies of firm mathematical grounds and turns out to be very effective when one has to discriminate among complex structures.