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Multidimensional Scaling Analysis of Stock Market Indexes

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Nonlinear and Complex Dynamics

Abstract

This paper applies multidimensional scaling techniques and Fourier transform for visualizing possible time-varying correlations between 25 stock market values. The method is useful for observing clusters of stock markets with similar behavior.

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Author information

Authors and Affiliations

  1. Department of Electrical Engineering of Engineering, Porto, Portugal

    J. Tenreiro Machado

Authors
  1. Gonçalo M. Duarte
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  2. J. Tenreiro Machado
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  3. Fernando B. Duarte
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Corresponding author

Correspondence to J. Tenreiro Machado .

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Duarte, G.M., Machado, J.T., Duarte, F.B. (2011). Multidimensional Scaling Analysis of Stock Market Indexes. In: Nonlinear and Complex Dynamics. Springer, New York, NY. https://doi.org/10.1007/978-1-4614-0231-2_24

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  • DOI: https://doi.org/10.1007/978-1-4614-0231-2_24

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  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4614-0230-5

  • Online ISBN: 978-1-4614-0231-2

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