This node allows you to apply hierarchical clustering algorithm on correlation matrix of return series of financial assets.
In "Model Options" tab, you need to select return series that you would like to work with and appropriate dissimilarity measure.
###Requirements
- IBM SPSS Modeler v18 or later
- "R Essentials for SPSS Modeler" plugin: Download here
- R 2.15.x or R 3.1 (Use this link to find the correct version)
###Installation instructions
- Download the extension.
- Install extension from gallery
###R Packages used
No additional package is required other than standard packages that comes with R installation.
###Documentation and samples
- There is a sample stream with data and step-by-step guide available in the Example directory
###License
###Contributors
- Umit Mert Cakmak

