• DocumentCode
    1732581
  • Title

    Analysis of financial indexes with computational techniques

  • Author

    Machado, J. Tenreiro ; Duarte, Gonçalo M. ; Duarte, Fernando B.

  • Author_Institution
    Dept. of Electr. Eng., Inst. of Eng., Porto, Portugal
  • fYear
    2010
  • Firstpage
    23
  • Lastpage
    32
  • Abstract
    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.
  • Keywords
    Fourier transforms; econometrics; stock markets; Fourier transform; computational technique; financial index; multidimensional scaling technique; multivariate econometric models; stock market values; time varying correlation; Correlation; Fourier transforms; Indexes; Stock markets; Stress; Stress measurement; USA Councils;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Computational Intelligence and Informatics (CINTI), 2010 11th International Symposium on
  • Conference_Location
    Budapest
  • Print_ISBN
    978-1-4244-9279-4
  • Electronic_ISBN
    978-1-4244-9280-0
  • Type

    conf

  • DOI
    10.1109/CINTI.2010.5672280
  • Filename
    5672280
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1732581