Searching for stable clusters in IBEX 35 (poster)

Searching for stable clusters in IBEX 35, co-author with Alejandra Cabaña, presented at i-Math Jornadas sobre Matemática de los Mercados Financieros, Universidad de Murcia, 11-13 marzo 2010 .

Description: A correlation based hierarchical clustering is performed at different time periods in order to study the evolution of clusters among the components of the Spanish stock market IBEX35. This model can be used to design portfolios of companies with similar or dissimilar historical returns behaviour.

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