Wavelet-based prediction of oil prices

DOI10.1016/j.chaos.2004.11.015zbMath1136.91571OpenAlexW1999367385MaRDI QIDQ2483615

Shahriar Yousefi, Ilona Weinreich, Dominik Reinarz

Publication date: 25 July 2005

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2004.11.015

Mathematics Subject Classification ID

Economic time series analysis (91B84) Numerical methods for wavelets (65T60)

Related Items (10)

Efficient estimation of Markov regime-switching models: an application to electricity spot prices ⋮ Relationship of \(d\)-dimensional continuous multi-scale wavelet shrinkage with integro-differential equations ⋮ A noise-robust algorithm for classifying cyclic and dihedral symmetric images ⋮ De-noising option prices with the wavelet method ⋮ Multiresolution analysis of S\&P500 time series ⋮ Emergence of turbulent epochs in oil prices ⋮ A wavelet-based approach to the analysis and modelling of financial time series exhibiting strong long-range dependence: the case of Southeast Europe ⋮ A class of fast and accurate deterministic trend decomposition in the spectral domain using simple and sharp diffusive filters ⋮ Revealing the implied risk-neutral MGF from options: the wavelet method ⋮ A Wavelet Based Multi Scale VaR Model for Agricultural Market

Uses Software

• wmtsa

Cites Work

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