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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Detalhes bibliográficos
Autor principal: Machado, J. A. Tenreiro (author)
Formato: article
Idioma:eng
Publicado em: 2021
Assuntos:
Texto completo:http://hdl.handle.net/10400.22/18640
País:Portugal
Oai:oai:recipp.ipp.pt:10400.22/18640