Analysis of stock market indices with multidimensional scaling and wavelets

DOI10.1155/2012/819503zbMath1264.91095OpenAlexW2150607749WikidataQ58912091 ScholiaQ58912091MaRDI QIDQ1955229

Gonçalo Monteiro Duarte, Fernando B. M. Duarte, José António Tenreiro Machado

Publication date: 11 June 2013

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/819503

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Economic time series analysis (91B84)

Related Items (4)

Power law analysis of financial index dynamics ⋮ PID: a PDF-induced distance based on permutation cross-distribution entropy ⋮ Wavelet multidimensional scaling analysis of European economic sentiment indicators ⋮ Multidimensional scaling method for complex time series feature classification based on generalized complexity-invariant distance

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• INTERRELATIONSHIPS AMONG INTERNATIONAL STOCK MARKET INDICES: EUROPE, ASIA AND THE AMERICAS
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