caa a22 4500 445361239 CHVBK 20180317142915.0 cr unu---uuuuu 170323e20110801xx s 000 0 eng 10.1007/s11071-010-9885-1 doi (NATIONALLICENCE)springer-10.1007/s11071-010-9885-1 Analysis of financial data series using fractional Fourier transform and multidimensional scaling [Elektronische Daten] [J. Tenreiro Machado, Fernando Duarte, Gonçalo Monteiro Duarte] The goal of this study is the analysis of the dynamical properties of financial data series from worldwide stock market indexes during the period 2000-2009. We analyze, under a regional criterium, ten main indexes at a daily time horizon. The methods and algorithms that have been explored for the description of dynamical phenomena become an effective background in the analysis of economical data. We start by applying the classical concepts of signal analysis, fractional Fourier transform, and methods of fractional calculus. In a second phase we adopt the multidimensional scaling approach. Stock market indexes are examples of complex interacting systems for which a huge amount of data exists. Therefore, these indexes, viewed from a different perspectives, lead to new classification patterns. Springer Science+Business Media B.V., 2010 Financial data series nationallicence Fractional Fourier transform nationallicence Multidimensional scaling nationallicence Fractional calculus nationallicence Tenreiro Machado J. Dept. of Electrical Engineering, Institute of Engineering, Porto, Portugal aut Duarte Fernando Dept. of Mathematics, School of Technology, Viseu, Portugal aut Monteiro Duarte Gonçalo Lusofona University, Lisboa, Portugal aut Nonlinear Dynamics Springer Netherlands 65/3(2011-08-01), 235-245 0924-090X 65:3<235 2011 65 11071 https://doi.org/10.1007/s11071-010-9885-1 text/html Onlinezugriff via DOI 1 research-article jats NATIONALLICENCE 856 40 https://doi.org/10.1007/s11071-010-9885-1 text/html Onlinezugriff via DOI NATIONALLICENCE 700 1- Tenreiro Machado J. Dept. of Electrical Engineering, Institute of Engineering, Porto, Portugal aut NATIONALLICENCE 700 1- Duarte Fernando Dept. of Mathematics, School of Technology, Viseu, Portugal aut NATIONALLICENCE 700 1- Monteiro Duarte Gonçalo Lusofona University, Lisboa, Portugal aut NATIONALLICENCE 773 0- Nonlinear Dynamics Springer Netherlands 65/3(2011-08-01), 235-245 0924-090X 65:3<235 2011 65 11071 Metadata rights reserved Springer special CC-BY-NC licence nationallicence BK010053 XK010053 XK010000 NATIONALLICENCE NATIONALLICENCE NL-springer