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  1. 1 Acta Physica Polonica A

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  1. 1 2016

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  1. 1 Sobon T.

  2. 1 Szupiluk R.

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Multiway Similarity Approach Based on Divergence Functions and Smoothness Measure

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Szupiluk R., Sobon T.
Acta Physica Polonica A
|
2016
|
vol. 129
|
issue 5
927-931
EN
In this paper we present a novel similarity measure method for financial data. In our approach, we propose the assessment of the similarity in a coherent hierarchical and multi-faceted way, following the general scheme where various detailed basic measures may be used like the Fermi-Dirac divergence, Bose-Einstein divergence, or our new smoothness measure. The presented method is tested on benchmark and real stock markets data.
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