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How can I do a hierarchical clustering with correlation as distance?
I have a set of monthly financial returns data for a few stocks. I have also computed the pairwise correlation between all these...
9 years ago | 0 answers | 0
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Using MATLAB python engine and returning multiple matrices
I'm using MATLAB python engine to automate some data processing. I'm perfectly comfortable using this code to return the correla...
9 years ago | 1 answer | 1