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
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;
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
DOI :
10.1109/CINTI.2010.5672280
