Detecting stock market turning points using wavelet leaders method

DOI10.1016/J.PHYSA.2020.125560MaRDI QIDQ2072275zbMATH OpenOpenAlexFDO

Authors Juan Liu, Juanjuan Chen, Zheng-Xun Tan

Publication date 26 January 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2020.125560

zbMATH Keywords

ARFIMA modelidentification indicatorstrend-cycle decompositionturning pointswavelet leaders

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites work

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Cited in

(3)

• scientific article; zbMATH DE number 1149921 (Why is no real title available?)
• AN ENTROPY BASED IN WAVELET LEADERS TO QUANTIFY THE LOCAL REGULARITY OF A SIGNAL AND ITS APPLICATION TO ANALIZE THE DOW JONES INDEX
• Wavelet-based coarse graining for percolation criticality from a single system size

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