Add to ORKGThis paper applies Multidimensional scaling techniques for visualizing possible time-varying correlations between twenty five stock market values. The method is useful for observing stable or emerging clusters of stock markets with similar behavior. The graphs may also guide the construction of multivariate econometric models.N/
© 2018, University of Nis. All rights reserved. Decision making in stock investment is often made ba...
Financial markets are a fruitful area for data exploration, but the overwhelming size and dimension ...
A lot of studies dealing with stock network analysis, where each individual stock is represented by ...
We propose a graphical method to visualize possible time-varying correlations between fifteen stock...
This paper applies Multidimensional scaling techniques for visualizing possible time-varying correla...
This paper applies Multidimensional scalling techniques and Fourier Transform for visualizing possib...
We propose a graphical method to visualize possible time-varying correlations be- tween fifteen sto...
The core of stock portfolio diversification is to pick stocks from different correlation clusters wh...
The aim of this article is to briefly review and make new studies of correlations and co-movements o...
This letter is devoted to measure the nonlinear interactions between non-stationary time series on m...
In this paper, we apply multidimensional scaling (MDS) and parametric similarity indices (PSI) in th...
International audienceThe aim of this article is to briefly review and make new studies of correlati...
In this thesis we apply graphical statistics models for analyzing causality relations among various ...
The analysis of financial assets' correlations is fundamental to many aspects of finance theory and ...
This paper studies complex systems using a generalized multidimensional scaling (MDS) technique. Com...
© 2018, University of Nis. All rights reserved. Decision making in stock investment is often made ba...
Financial markets are a fruitful area for data exploration, but the overwhelming size and dimension ...
A lot of studies dealing with stock network analysis, where each individual stock is represented by ...
We propose a graphical method to visualize possible time-varying correlations between fifteen stock...
This paper applies Multidimensional scaling techniques for visualizing possible time-varying correla...
This paper applies Multidimensional scalling techniques and Fourier Transform for visualizing possib...
We propose a graphical method to visualize possible time-varying correlations be- tween fifteen sto...
The core of stock portfolio diversification is to pick stocks from different correlation clusters wh...
The aim of this article is to briefly review and make new studies of correlations and co-movements o...
This letter is devoted to measure the nonlinear interactions between non-stationary time series on m...
In this paper, we apply multidimensional scaling (MDS) and parametric similarity indices (PSI) in th...
International audienceThe aim of this article is to briefly review and make new studies of correlati...
In this thesis we apply graphical statistics models for analyzing causality relations among various ...
The analysis of financial assets' correlations is fundamental to many aspects of finance theory and ...
This paper studies complex systems using a generalized multidimensional scaling (MDS) technique. Com...
© 2018, University of Nis. All rights reserved. Decision making in stock investment is often made ba...
Financial markets are a fruitful area for data exploration, but the overwhelming size and dimension ...
A lot of studies dealing with stock network analysis, where each individual stock is represented by ...