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Financial time series have a fractal nature that poses challenges for their dynamical characterization. The Dow Jones Industrial Average (DJIA) is one of the most influential financial indices, and due to its importance, it is adopted as a test bed for this study. The paper explores an alternative strategy to the standard time analysis, by joining the multidimensional scaling (MDS) computational tool and the concepts of distance, entropy, fractal dimension, and fractional calculus. First,doi:10.3390/e22101138 pmid:33286907 fatcat:eb7kav5ssbdn7cqff5kubxzt6m