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Multidimensional Scaling Analysis of Stock Market Indexes

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Liv_MachadoTenreiro73_2011.pdf3.08 MBAdobe PDF Download

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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.

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Vibration Dynamical Systems Control Mechanics Complexity Computational Science and Engineering

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