Consider the World Stock Indexes. Apply a hierarchical clustering using as dissimilarity measure the cross linear dependency.

Question:

Consider the World Stock Indexes. Apply a hierarchical clustering using as dissimilarity measure the cross linear dependency. Compare the results obtained with different number of lags in the dissimilarities. Discuss the different criteria used to select the number of clusters.

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question
Question Posted: