A Study of the Colombian Stock Market with Multivariate Functional Data Analysis (FDA)

A Study of the Colombian Stock Market with Multivariate Functional Data Analysis (FDA)

In this work, Functional Data Analysis (FDA) is used to detect behavioral patterns in the Bolsa de Valores de Colombia (BVC) in reaction to the global crises caused by COVID-19 and the war in Ukraine. The oil price fluctuation curve is considered a covariate. The FDA’s distinctive ability is to repr...

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Bibliographic Details
Main Authors: Deivis Rodríguez Cuadro, Sonia Pérez-Plaza, Antonia Castaño-Martínez, Fernando Fernández-Palacín
Format: Article
Language:English
Published: MDPI AG 2025-03-01
Series:Mathematics
Subjects:
functional data analysis
stock market
volatility
functional principal component analysis
k-means clustering
Online Access:https://www.mdpi.com/2227-7390/13/5/858
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