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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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書目詳細資料
發表在:Entropy (Basel)
主要作者: Machado, José A. Tenreiro
格式: Artigo
語言:Inglês
出版: MDPI 2020
主題:
在線閱讀: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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