by GCBC Ventures | Jul 29, 2023 | Finance, Machine Learning, Uncategorized

Using the Dynamic Time Warping computation as explained in Dynamic Time Warping Nearest Neighbors, we construct distance matrices which are the input data for K-Medoids clustering: The k-medoids problem is a clustering problem similar to k-means. The name was coined...
by GCBC Ventures | Jul 18, 2023 | Finance, Uncategorized

Standard Deviation – For N=21, 42, …, 231, 252 days, we compute the standard deviation of the adjusted close prices. Slopes – For N=21, 42, …, 231, 252 days, we compute slopes for data as described below. After the data has been transformed, we...