Multidimensional Scaling Analysis of Stock Market Indexes


Autoria(s): Duarte, Gonçalo; Machado, J. A. Tenreiro; Duarte, Fernando
Data(s)

25/11/2015

25/11/2015

2011

Resumo

This paper applies multidimensional scaling techniques and Fourier transform for visualizing possible time-varying correlations between 25 stock market values. The method is useful for observing clusters of stock markets with similar behavior.

Identificador

978-1-4614-0230-5

978-1-4614-0231-2

http://hdl.handle.net/10400.22/7006

10.1007/978-1-4614-0231-2_24

Idioma(s)

eng

Publicador

Springer

Relação

http://link.springer.com/chapter/10.1007/978-1-4614-0231-2_24

Direitos

closedAccess

Palavras-Chave #Vibration #Dynamical Systems #Control #Mechanics #Complexity #Computational Science and Engineering
Tipo

bookPart