You can use random forests and k-medoids algorithms or search for term multiobjective clustering in google.
On Wed, Apr 23, 2014 at 6:41 PM, aschmid1 <aschm...@stevens.edu> wrote: > One way to deal with variables of different nature/units is to scale them > with their standard deviations. > > > On 04/23/2014 10:53 AM, Adam Ginensky wrote: > >> I'm looking at clustering of stocks based on their fundamental financial >> data. I have about 80 variables per stock. I have the standard k-means >> package. Firstly, I am wondering if there are any other R packages that >> may be more useful for clustering of financial data. >> My second, and more important (to me), question is- Should one scale the >> data before clustering. I'm particularly worried that since certain >> variables can be orders of magnitude larger than other equally interesting >> variables (-think market cap and p/e). I realize this is not an R >> question >> per se, but I feel I am more likely to get a good answer out of this forum >> than any other because of the concentration of financial practitioners. Of >> course, I apologize in advance, if it is too 'off-topic' and then simply >> ask for a better place to post. Thanks. >> >> Adam Ginensky >> >> [[alternative HTML version deleted]] >> >> _______________________________________________ >> R-SIG-Finance@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-sig-finance >> -- Subscriber-posting only. If you want to post, subscribe first. >> -- Also note that this is not the r-help list where general R >> questions should go. >> > > _______________________________________________ > R-SIG-Finance@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-sig-finance > -- Subscriber-posting only. If you want to post, subscribe first. > -- Also note that this is not the r-help list where general R questions > should go. > [[alternative HTML version deleted]] _______________________________________________ R-SIG-Finance@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-sig-finance -- Subscriber-posting only. If you want to post, subscribe first. -- Also note that this is not the r-help list where general R questions should go.
