![](/images/graphics-bg.png)
Analysis of Stock Market Indices with Multidimensional Scaling and Wavelets
Joint Authors
Duarte, Fernando B.
Duarte, Gonçalo Monteiro
Tenreiro Machado, José António
Source
Mathematical Problems in Engineering
Issue
Vol. 2012, Issue 2012 (31 Dec. 2012), pp.1-14, 14 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2012-03-28
Country of Publication
Egypt
No. of Pages
14
Main Subjects
Abstract EN
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 analyzing their characteristics.
Classical methods, such as the Fourier transform, reveal considerable limitations in discriminating different periods of time.
This paper studies the dynamics of SMI by combining the wavelet transform and the multidimensional scaling (MDS).
Six continuous wavelets are tested for analyzing the information content of the stock signals.
In a first phase, the real Shannon wavelet is adopted for performing the evaluation of the SMI dynamics, while their comparison is visualized by means of the MDS.
In a second phase, the other wavelets are also tested, and the corresponding MDS plots are analyzed.
American Psychological Association (APA)
Tenreiro Machado, José António& Duarte, Fernando B.& Duarte, Gonçalo Monteiro. 2012. Analysis of Stock Market Indices with Multidimensional Scaling and Wavelets. Mathematical Problems in Engineering،Vol. 2012, no. 2012, pp.1-14.
https://search.emarefa.net/detail/BIM-1001962
Modern Language Association (MLA)
Tenreiro Machado, José António…[et al.]. Analysis of Stock Market Indices with Multidimensional Scaling and Wavelets. Mathematical Problems in Engineering No. 2012 (2012), pp.1-14.
https://search.emarefa.net/detail/BIM-1001962
American Medical Association (AMA)
Tenreiro Machado, José António& Duarte, Fernando B.& Duarte, Gonçalo Monteiro. Analysis of Stock Market Indices with Multidimensional Scaling and Wavelets. Mathematical Problems in Engineering. 2012. Vol. 2012, no. 2012, pp.1-14.
https://search.emarefa.net/detail/BIM-1001962
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-1001962