The paper presents the approach to analyze dependencies in the sequences of the company shares’ prices in the stock exchange. The method utilizes the clustering method developed previously for the electronic and geotechnical applications. The algorithm is presented in detail, including the discussion of their possible applications in the financial engineering. Further its application to find similarities between the shares time series of the selected Polish companies is presented. The method’s usage to the prediction of the future behavior of the prices level is considered. The paper is supplemented with conclusions and future prospects.

1. FULLTEXT: Analysis of the stock exchange waveforms similarity using the clustering method, Microsoft Office Document, 0.2MB

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1. Application of the wavelet transform to the stock exchange shares analysis