Analysis of financial data through signal processing techniques

MaRDI QIDQ3617877zbMATH OpenFDO

Authors Konstantinos Drakakis

Publication date 31 March 2009

Full work available at URL http://www.m-hikari.com/imf-password2008/25-28-2008/drakakisIMF25-28-2008-2.pdf

zbMATH Keywords

driftfinancesignal processingstochastic processesmultiscaleenvelopeinstantaneous frequencyDow-Jonesinternet traffic modeling

Mathematics Subject Classification ID

Economic time series analysis (91B84) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Signal detection and filtering (aspects of stochastic processes) (60G35)

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