• The preprints of the papers describing the maximum likelihood dataclustering method:
• Data clustering and noise undressing of correlation matrices, Phys. Rev. E 63, 061101 (2001).
• Algorithms of maximum likelihood data clustering with applications, Physica A 315, 57-71 (2002).
• Dissecting financial markets: Sectors and states, QUANTITATIVE FINANCE, 2 (2002) 297-302. Additional info.
• Clusters, structure and dynamics inherent in sustainable development indicators (master thesis of A.M. Aghedo)
• THE CODE free of charge to try out the method. It is written using fortran90 (download here a free compiler for linux).
• A slide presentation: "Maximum likelyhood data clustering with application to financial time series and gene expression data" (08/11/01) Click here to start

Send us any comment regarding the performance of the method and of the code.

Authors: Matteo Marsili and Lorenzo Giada

Email: marsili@sissa.it, lgiada@sissa.it

Home Page: http://www.sissa.it/~marsili/ ,  http://www.mpikg-golm.mpg.de/th/people/lgiada/

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