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...
Main Authors: | , |
---|---|
Format: | Article |
Language: | English |
Published: |
MDPI AG
2021-05-01
|
Series: | Entropy |
Subjects: | |
Online Access: | https://www.mdpi.com/1099-4300/23/5/600 |