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W artykule zastosowano metody analizy skupień z zakresu statystyki wielowymiarowej do badania okresu kryzysu finansowego. Zgodnie z tymi algorytmami zgrupowano indeksy giełdowe oraz kursy walutowe z okresów charakteryzujących się ich podwyższoną korelacją i szczególną zmiennością. Przeprowadzono dyskusję nad możliwością zastosowania tej metody do generowania ram czasowych różnych okresów giełdowych...
The author uses data clustering methods derived from multivariate statistics to investigate the latest financial crisis. In compliance with these algorithms, the paper groups stock market indexes and stock exchange rates from the periods of their higher correlation and higher volatility. The author discusses the possibility to apply this method to generate time frames on the stock market. Cluster...
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