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Dynamical Analysis of the Dow Jones Index Using Dimensionality Reduction and Visualization

Time-series generated by complex systems (CS) are often characterized by phenomena such as chaoticity, fractality and memory effects, which pose difficulties in their analysis. The paper explores the dynamics of multidimensional data generated by a CS. The Dow Jones Industrial Average (DJIA) index i...

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Bibliographic Details
Published in:Entropy (Basel)
Main Authors: Lopes, António M., Machado, Jóse A. Tenreiro
Format: Artigo
Language:Inglês
Published: MDPI 2021
Subjects:
Online Access:https://ncbi.nlm.nih.gov/pmc/articles/PMC8152974/
https://ncbi.nlm.nih.gov/pubmed/34068154
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e23050600
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