caa a22 4500 445360828 CHVBK 20180317142914.0 cr unu---uuuuu 170323e20110301xx s 000 0 eng 10.1007/s11071-010-9823-2 doi (NATIONALLICENCE)springer-10.1007/s11071-010-9823-2 Identifying economic periods and crisis withthemultidimensional scaling [Elektronische Daten] [J. Machado, Gonçalo Duarte, Fernando Duarte] This paper applied MDS and Fourier transform to analyze different periods of the business cycle. With such purpose, four important stock market indexes (Dow Jones, Nasdaq, NYSE, S&P500) were studied over time. The analysis under the lens of the Fourier transform showed that the indexes have characteristics similar to those of fractional noise. By the other side, the analysis under the MDS lens identified patterns in the stock markets specific to each economic expansion period. Although the identification of patterns characteristic to each expansion period is interesting to practitioners (even if only in a posteriori fashion), further research should explore the meaning of such regularities and target to find a method to estimate future crisis. Springer Science+Business Media B.V., 2010 Multidimensional scaling nationallicence Fractional calculus nationallicence Fourier transform nationallicence Economic cycle nationallicence Machado J. Department of Electrical Engineering, Institute of Engineering, Porto, Portugal aut Duarte Gonçalo Lusofona University, Lisboa, Portugal aut Duarte Fernando Department of Mathematics, School of Technology, Viseu, Portugal aut Nonlinear Dynamics Springer Netherlands 63/4(2011-03-01), 611-622 0924-090X 63:4<611 2011 63 11071 https://doi.org/10.1007/s11071-010-9823-2 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s11071-010-9823-2 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Machado J. Department of Electrical Engineering, Institute of Engineering, Porto, Portugal aut NATIONALLICENCE 700 1- Duarte Gonçalo Lusofona University, Lisboa, Portugal aut NATIONALLICENCE 700 1- Duarte Fernando Department of Mathematics, School of Technology, Viseu, Portugal aut NATIONALLICENCE 773 0- Nonlinear Dynamics Springer Netherlands 63/4(2011-03-01), 611-622 0924-090X 63:4<611 2011 63 11071 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer