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Title: Uso del análisis de clústeres para determinar las caracterı́sticas de los mercados financieros
Author: Portabella de Pedro, David
Director/Tutor: Vives i Santa Eulàlia, Josep, 1963-
Sáez Madrid, José B.
Keywords: Anàlisi de conglomerats
Treballs de fi de grau
Mercat financer
Cluster analysis
Bachelor's thesis
Financial market
Issue Date: 27-Jun-2018
Abstract: [en] This paper applies cluster analysis to financial markets in order to draw conclusions both about the groups of companies with similar behaviour and about the composition of these groups, seeking to understand whether companies from different financial markets are grouped together or whether the market factor is independent. It begins by developing the concept of cluster analysis and looking at the financial market variables to be analyzed. Then, it concludes that one of the biggest issues with cluster analysis is the existence of variables with different weights and it designs a method called “the most stable partition method” to solve the problem. Finally, the method is implemented by programming it in R and the conclusions of the financial markets are obtained.
Note: Treballs Finals de Grau de Matemàtiques, Facultat de Matemàtiques, Universitat de Barcelona, Any: 2018, Director: Josep Vives i Santa Eulàlia i José B. Sáez Madrid
Appears in Collections:Treballs Finals de Grau (TFG) - Matemàtiques

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