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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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| Pubblicato in: | Entropy (Basel) |
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| Autore principale: | |
| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
MDPI
2020
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| Soggetti: | |
| Accesso online: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7597287/ https://ncbi.nlm.nih.gov/pubmed/33286907 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e22101138 |
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