Application of the wavelet transformation in financial data processing

MaRDI QIDQ3609378zbMATH OpenFDO

Authors Jianwei Du, Chaofeng Wang

Publication date 6 March 2009

zbMATH Keywords

analysis of time seriesthe forecast of AR(\(p\)) modelwavelet transformation

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Economic time series analysis (91B84)

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Cited in

(9)

• Application of wavelet decomposition in time-series forecasting
• A comparison between the Daubechies wavelet transformation and the fast Fourier transformation in analyzing insurance time series data
• Selecting wavelet transforms model in forecasting financial time series data based on ARIMA model
• Prediction based on wavelet transformations of the time value sequence in option markets
• ANALYSIS OF EFFECT OF DETRENDING OF TIME-SCALE STRUCTURE OF FINANCIAL DATA USING DISCRETE WAVELET TRANSFORM
• scientific article; zbMATH DE number 1839659 (Why is no real title available?)
• Definition of basic numerical patterns in the ranks of the hryvnia to the US dollar and Russian ruble against the US dollar based on the wavelet transform
• Wavelet transform on regression trend curve and its application in financial data
• Haar and Daubechies wavelet methods in modeling banking sector

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