Stock market analysis using Multidimensional Scaling

نویسنده

  • Ravee Malla
چکیده

We describe the application of a statistical technique known as Multidimensional Scaling to analyze & model a stock market. We have reviewed a set of novel papers in this field, and report on the current state of the art. The strength of this approach is in it’s ease of implementation, effective visualization and dynamic nature.We give a brief introduction to MDS, and state the assumptions & problems in stock market modeling. The approach developed is modified to study the time-evolving nature of the markets. Finally we introduce the notion of an Asset Tree which can be used to make quantified conclusions of the state of the market.

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تاریخ انتشار 2011