Zobrazeno 1 - 10
of 11
pro vyhledávání: '"Gonçalo Monteiro Duarte"'
Publikováno v:
Discrete Dynamics in Nature and Society, Vol 2012 (2012)
Power law (PL) and fractional calculus are two faces of phenomena with long memory behavior. This paper applies PL description to analyze different periods of the business cycle. With such purpose the evolution of ten important stock market indices (
Externí odkaz:
https://doaj.org/article/85f2f0248b274420a9746200ba30e6d3
Publikováno v:
Repositório Científico de Acesso Aberto de Portugal
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
Submitted by Manuel Brandão (msa@eu.ipp.pt) on 2014-02-06T17:50:58Z No. of bitstreams: 1 ART_TenreiroMachado_2012_DEE.pdf: 98518 bytes, checksum: e53ad378f139f654a685ea0c48772f07 (MD5) Approved for entry into archive by Ana Rebelo (amsr@isep.ipp.pt)
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::4ca984e6618e1285387c315738155991
https://doi.org/10.1007/s11760-012-0331-3
https://doi.org/10.1007/s11760-012-0331-3
Publikováno v:
Repositório Científico de Acesso Aberto de Portugal
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
The goal of this study is the analysis of the dynamical properties of financial data series from 32 worldwide stock market indices during the period 2000–2009 at a daily time horizon. Stock market indices are examples of complex interacting systems
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::67f6f2b8b49edc71badbff03aa3a9d18
https://hdl.handle.net/10400.22/4134
https://hdl.handle.net/10400.22/4134
Publikováno v:
Repositório Científico de Acesso Aberto de Portugal
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
Discrete Dynamics in Nature and Society, Vol 2012 (2012)
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
Discrete Dynamics in Nature and Society, Vol 2012 (2012)
Power law (PL) and fractional calculus are two faces of phenomena with long memory behavior. This paper applies PL description to analyze different periods of the business cycle. With such purpose the evolution of ten important stock market indices (
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::823122db0dbe911d944c6a320b7a2402
Publikováno v:
Mathematical Problems in Engineering, Vol 2012 (2012)
Repositório Científico de Acesso Aberto de Portugal
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
Repositório Científico de Acesso Aberto de Portugal
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
Stock market indices (SMIs) are important measures of financial and economical performance. Considerable research efforts during the last years demonstrated that these signals have a chaotic nature and require sophisticated mathematical tools for ana
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::34e93119e2afe71ed3f79f50f2540c6c
Publikováno v:
Repositório Científico de Acesso Aberto de Portugal
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
The goal of this study is the analysis of the dynamical properties of financial data series from worldwide stock market indexes during the period 2000–2009. We analyze, under a regional criterium, ten main indexes at a daily time horizon. The metho
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::f119f69972d46764ebfa036a94e804b9
https://hdl.handle.net/10400.22/4082
https://hdl.handle.net/10400.22/4082
Publikováno v:
Nonlinear and Complex Dynamics ISBN: 9781461402305
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.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::07c91234a19beebb1410d2d82f9a87aa
https://doi.org/10.1007/978-1-4614-0231-2_24
https://doi.org/10.1007/978-1-4614-0231-2_24
Publikováno v:
Repositório Científico de Acesso Aberto de Portugal
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
Submitted by Manuel Brandão (mbrandao@estsp.ipp.pt) on 2014-02-27T13:14:30Z No. of bitstreams: 1 ART_TenreiroMachado_2011_DEE.pdf: 98518 bytes, checksum: e53ad378f139f654a685ea0c48772f07 (MD5) Approved for entry into archive by Ana Rebelo (amsr@isep
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::637515eb9670224b15d8d2661079ff1c
Publikováno v:
Repositório Científico de Acesso Aberto de Portugal
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
Repositório Científico de Acesso Aberto de Portugal (RCAAP)
instacron:RCAAP
This paper applied MDS and Fourier transform to analyze different periods of the business cycle. With such purpose, four important stock market indexes (Dow Jones, Nasdaq, NYSE, S&P500) were studied over time. The analysis under the lens of the Fouri
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::467419fc38e26027cc7ce85d1e351d84
https://hdl.handle.net/10400.22/4145
https://hdl.handle.net/10400.22/4145
Publikováno v:
2010 11th International Symposium on Computational Intelligence and Informatics (CINTI).
This paper applies Multidimensional scaling 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 w
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2550c390ff09c8d672d30b5551de1fba
https://doi.org/10.1109/cinti.2010.5672280
https://doi.org/10.1109/cinti.2010.5672280