Abstract: The purpose of this paper is to explain the notion of clustering and a concrete clustering methodagglomerative 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.

Keywords: Data Mining, Knowledge Discovery, Agglomerative Hierarchical Clustering.

ACM Classification Keywords: I.5.3 Clustering

Link:

USING THE AGGLOMERATIVE METHOD OF HIERARCHICAL CLUSTERING AS A DATA MINING TOOL IN CAPITAL MARKET1

Vera Marinova–Boncheva?

http://www.foibg.com/ijita/vol15/ijita15-4-p12.pdf