Fractal and Entropy Analysis of the Dow Jones Index Using Multidimensional Scaling

Financial time series have a fractal nature that poses challenges for their dynamical characterization. The Dow Jones Industrial Average (DJIA) is one of the most influential financial indices, and due to its importance, it is adopted as a test bed for this study. The paper explores an alternative s...

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Bibliographic Details
Main Author: Machado, J. A. Tenreiro (author)
Format: article
Language:eng
Published: 2021
Subjects:
Online Access:http://hdl.handle.net/10400.22/18640
Country:Portugal
Oai:oai:recipp.ipp.pt:10400.22/18640