Modified multidimensional scaling approach to analyze financial markets

DOI10.1063/1.4873523zbMath1345.91062OpenAlexW1966421701WikidataQ51071205 ScholiaQ51071205MaRDI QIDQ2821526

Yi Yin, Pengjian Shang

Publication date: 21 September 2016

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.4873523

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Statistical methods; economic indices and measures (91B82)

Related Items (5)

The high order dispersion analysis based on first-passage-time probability in financial markets ⋮ Multidimensional scaling analysis of financial time series based on modified cross-sample entropy methods ⋮ Multidimensional scaling analysis of financial stocks based on Kronecker-delta dissimilarity ⋮ Symbolic phase transfer entropy method and its application ⋮ Multidimensional scaling method for complex time series feature classification based on generalized complexity-invariant distance

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