Publication
Analysis of Financial Indexes with Computational Techniques
| dc.contributor.author | Tenreiro Machado, J. A. | |
| dc.contributor.author | Duarte, Gonçalo M. | |
| dc.contributor.author | Duarte, Fernando B. | |
| dc.date.accessioned | 2019-04-16T13:46:09Z | |
| dc.date.embargo | 2110 | |
| dc.date.issued | 2010-03 | |
| dc.description.abstract | 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. | pt_PT |
| dc.description.version | N/A | pt_PT |
| dc.identifier.doi | 10.1109/CINTI.2010.5672280 | pt_PT |
| dc.identifier.uri | http://hdl.handle.net/10400.22/13598 | |
| dc.language.iso | eng | pt_PT |
| dc.publisher | Institute of Electrical and Electronics Engineers | pt_PT |
| dc.relation.publisherversion | https://ieeexplore.ieee.org/document/5672280 | pt_PT |
| dc.subject | Econometrics | pt_PT |
| dc.subject | Fourier transforms | pt_PT |
| dc.subject | Stock markets | pt_PT |
| dc.title | Analysis of Financial Indexes with Computational Techniques | pt_PT |
| dc.type | conference object | |
| dspace.entity.type | Publication | |
| oaire.citation.conferencePlace | Budapest, Hungary | pt_PT |
| oaire.citation.endPage | 32 | pt_PT |
| oaire.citation.startPage | 23 | pt_PT |
| oaire.citation.title | 11th IEEE International Symposium on Computational Intelligence and Informatics | pt_PT |
| person.familyName | Tenreiro Machado | |
| person.givenName | J. A. | |
| person.identifier.ciencia-id | 7A18-4935-5B29 | |
| person.identifier.orcid | 0000-0003-4274-4879 | |
| person.identifier.rid | M-2173-2013 | |
| person.identifier.scopus-author-id | 55989030100 | |
| rcaap.rights | closedAccess | pt_PT |
| rcaap.type | conferenceObject | pt_PT |
| relation.isAuthorOfPublication | 82cd5c17-07b6-492b-b3e3-ecebdad1254f | |
| relation.isAuthorOfPublication.latestForDiscovery | 82cd5c17-07b6-492b-b3e3-ecebdad1254f |