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DBSCAN ALGORITHM

Hello, my name is Ruben Ayuso and I have created the following application with the purpose of implementing it, along with other algorithms, as part of the Globodain project. This algorithm has been defined for statistical application in the financial scope of the project.

You can get more information about financial algorithms on the website --> https://globodain.com

HOW WORKS?

1. Program the distance function
2. Define a function to find the nearest the variable. This function has to take into account the epsilon parameter, i.e. the radius to be considered as the variable.

    Epsilon (ε) is the P-wave anisotropy parameter and is equal to half the ratio of the difference ratio between the horizontal and vertical P-wave velocities squared divided by the vertical P-wave velocity squared.

3. Define an expansion function, so that, if a value is assigned to a cluster, it is checked if the variable also belongs to the cluster or not.
4. Create a loop to iterate and ensure that all observations are evaluated.

POTENTIAL APPLICATIONS

  • To define a heat map according to potential customers
  • To compare the competition
  • To find out which balance sheet items have contributed to the generation of company value ...

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