K-Means example (

Reverse Engineering DynamicHedge’s “Alpha Curves”, Part 2 of 3: K-Medoids Clustering

January 3, 2014 · by admin · in

In the first part of the series we covered dynamic time warping. Here we look at clustering. K-means clustering is probably the most popular method, mainly due to its simplicity and intuitive algorithm. However it has some drawbacks that make…