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Multidimensional Scaling Analysis of Stock Market Indexes

dc.contributor.authorDuarte, Gonçalo
dc.contributor.authorMachado, J. A. Tenreiro
dc.contributor.authorDuarte, Fernando
dc.date.accessioned2015-11-25T12:46:20Z
dc.date.available2015-11-25T12:46:20Z
dc.date.issued2011
dc.description.abstractThis 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.pt_PT
dc.identifier.doi10.1007/978-1-4614-0231-2_24pt_PT
dc.identifier.isbn978-1-4614-0230-5
dc.identifier.isbn978-1-4614-0231-2
dc.identifier.urihttp://hdl.handle.net/10400.22/7006
dc.language.isoengpt_PT
dc.peerreviewedyespt_PT
dc.publisherSpringerpt_PT
dc.relation.publisherversionhttp://link.springer.com/chapter/10.1007/978-1-4614-0231-2_24pt_PT
dc.subjectVibrationpt_PT
dc.subjectDynamical Systemspt_PT
dc.subjectControlpt_PT
dc.subjectMechanicspt_PT
dc.subjectComplexitypt_PT
dc.subjectComputational Science and Engineeringpt_PT
dc.titleMultidimensional Scaling Analysis of Stock Market Indexespt_PT
dc.typebook part
dspace.entity.typePublication
oaire.citation.endPage321pt_PT
oaire.citation.startPage307pt_PT
oaire.citation.titleNonlinear and complex Dynamicspt_PT
person.familyNameTenreiro Machado
person.givenNameJ. A.
person.identifier.ciencia-id7A18-4935-5B29
person.identifier.orcid0000-0003-4274-4879
person.identifier.ridM-2173-2013
person.identifier.scopus-author-id55989030100
rcaap.rightsclosedAccesspt_PT
rcaap.typebookPartpt_PT
relation.isAuthorOfPublication82cd5c17-07b6-492b-b3e3-ecebdad1254f
relation.isAuthorOfPublication.latestForDiscovery82cd5c17-07b6-492b-b3e3-ecebdad1254f

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