Correlation based clustering of the Stockholm Stock Exchange
This thesis present a topological classification of stocks traded on the Stockholm Stock Exchange based solely on the co-movements between individual stocks. The working hypothesis is that an ultrametric space is an appropriate space for linking stocks together. The hierarchical structure is obtaine...
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| Format: | Others |
| Language: | English |
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Stockholms universitet, Företagsekonomiska institutionen
2006
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-6500 |