Analysis of stock market indices through multidimensional scaling

DOI10.1080/00949655.2012.678361zbMath1453.62704OpenAlexW2012849342MaRDI QIDQ5218931

Michael A. A. Cox

Publication date: 6 March 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2012.678361

zbMATH Keywords

time seriesdynamic time warpingmultidimensional scalingProcrustes analysis

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)

Related Items (1)

Wavelet multidimensional scaling analysis of European economic sentiment indicators

Uses Software

• SparseDTW

Cites Work

• A MATHEMATICAL THEORY OF ADAPTIVE CONTROL PROCESSES
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