5 code implementations • 2 Aug 2019 • Lionel Yelibi, Tim Gebbie
We consider the problem of fast time-series data clustering.
2 code implementations • 5 Oct 2018 • Lionel Yelibi, Tim Gebbie
We map stock market interactions to spin models to recover their hierarchical structure using a simulated annealing based Super-Paramagnetic Clustering (SPC) algorithm.