Analysis of Financial Indexes with Computational Techniques

Tenreiro Machado, J. A.; Duarte, Gonçalo M.; Duarte, Fernando B.

http://hdl.handle.net/10400.22/13598

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Autores

Tenreiro Machado, J. A.

Duarte, Gonçalo M.

Duarte, Fernando B.

Resumo(s)

This paper applies Multidimensional scalling techniques and Fourier Transform for visualizing possible time-varying correlations between twenty five stock market values. The method is useful for observing stable or emerging clusters of stock markets with similar behavior. The graphs may also guide the construction of mutivariate econometric models.

Palavras-chave

Econometrics Fourier transforms Stock markets

URI

http://hdl.handle.net/10400.22/13598

Editora

Institute of Electrical and Electronics Engineers

DOI

10.1109/CINTI.2010.5672280

Coleções

ISEP – DEE – Comunicações em eventos científicos

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