"Clustering algorithm for financial data"

vyronad

Hi All,

I would like to know which clustering algorithm is best suitable for financial data. Please forward me link if you know regarding clustering algorithm and it's usage/application.

My transactional data is:
------------------------------------------------------------------------------
A/C. No. | No.Of. | No.Of. | Avg.Depo | Avg.Withdral
| Deposits | Withdrals
------------------------------------------------------------------------------
A1   118   90   94565.69531   128747.6861
A2   251   266   373.8253155   97.15167079
A3   182   64   244.1887341   35.96845788
A4   154   49   2937.571791   2382.086168
A5   200   158   16328.23563   12138.63745
A6   219   28   375.2463029   1223.253833
A7   277   102   1333.537018   5610.949172
A8   130   115   324.7661388   474.7729639
A9   47   183   895.4894122   49.66617771
A10   121   127   1027.497662   2314.328289
A11   143   82   30.94694346   1471.697786
A12   91   181   203.4006723   266.2006565
A13   254   106   522.3109323   1407.452844
A14   204   14   33.64153751   3799.76792
A15   166   50   2657.519122   11088.67637
A16   341   228   2554.939082   2974.00188
A17   53   154   1737.185477   637.0506619
A18   147   294   301.3235296   453.0860452
A19   84   319   4254.731101   554.1462241
A20   101   176   912.3472998   253.3343392
A21   51   240   2426.283732   1751.517314
------------------------------------------------------------------------------


Thanks,
Best,
Veeranna Ronad.

radone

Hello Veeranna,

I am afraid that no one can give you a general answer to your general question. It differs market by market. However, you can experiment and compare results using different algorithms and different metrics.

radone