Download our clustering results for the Standard & Poor's 500 (SP500) data

Below you will find our clustering results for the SP500 data for various numbers of clusters Nc = 5,10,15,20 (after "saturation", 1/T = 35).

For each Nc value we provide two data files, both in text format: detailed output which includes cluster assignments and company (Standard & Poor's) annotations; short output which only contains the cluster assignments.

These results are analyzed in detail in the supplementary material. The results obtained at other temperatures are also available at request.

Number of clusters
Short
Detailed
20
SP500_invT35_Nc20-short.txt
SP500_invT35_Nc20.txt
15
SP500_invT35_Nc15-short.txt
SP500_invT35_Nc15.txt
10
SP500_invT35_Nc10-short.txt
SP500_invT35_Nc10.txt
5
SP500_invT35_Nc5-short.txt
SP500_invT35_Nc5.txt