Analysis of financial indexes with computational techniques

Autor:	Gonçalo Monteiro Duarte, J. A. Tenreiro Machado, Fernando B. Duarte
Rok vydání:	2010
Předmět:	symbols.namesake Multivariate statistics Computational Technique Econometric model Fourier transform Computer science symbols Econometrics Stock market Multidimensional scaling Time varying correlation Stock (geology)
Zdroj:	2010 11th International Symposium on Computational Intelligence and Informatics (CINTI).
DOI:	10.1109/cinti.2010.5672280
Popis:	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 with similar behavior. The graphs may also guide the construction of multivariate econometric models.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::2550c390ff09c8d672d30b5551de1fba https://doi.org/10.1109/cinti.2010.5672280 Zobrazit plný text záznamu