Skip to content

IBMPredictiveAnalytics/Hierarchical_Clustering

Repository files navigation

Hierarchical Clustering

Description:

This node allows you to apply hierarchical clustering algorithm on correlation matrix of return series of financial assets.

sample_output

User Interface:

In "Model Options" tab, you need to select return series that you would like to work with and appropriate dissimilarity measure.

Dialog1

###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

  1. Download the extension.
  2. 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

Apache 2.0

###Contributors

  • Umit Mert Cakmak