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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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Detaylı Bibliyografya
Yayımlandı:Entropy (Basel)
Yazar: Machado, José A. Tenreiro
Materyal Türü: Artigo
Dil:Inglês
Baskı/Yayın Bilgisi: MDPI 2020
Konular:
Online Erişim: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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