Wavelet transform on regression trend curve and its application in financial data

DOI10.1142/S021969132050040XMaRDI QIDQ5137934zbMATH OpenFDO

Authors Xiaohui Zhou

Publication date 3 December 2020

Published in International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S021969132050040X

zbMATH Keywords

multiresolution analysisregression trend curvewavelet on manifolds

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Nonparametric estimation (62G05) Numerical methods for wavelets (65T60) Actuarial science and mathematical finance (91G99)

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Cites work

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• Ten Lectures on Wavelets
• THE CONTINUOUS WAVELET TRANSFORM ON CONIC SECTIONS
• Wavelet analysis on developable surface base on area preserving projection
• Wavelet analysis on some smooth surface with nonzero constant Gaussian curvature
• Wavelet analysis on some surfaces of revolution via area preserving projection
• Wavelet bases on the sphere obtained by radial projection
• Wavelet transform on manifolds: old and new approaches

Cited in

(10)

• Biorthogonal wavelet on a logarithm curve \(\mathbb{C}\)
• An algorithm of generating random number by wavelet denoising method and its application
• A comparison between the Daubechies wavelet transformation and the fast Fourier transformation in analyzing insurance time series data
• Application of the wavelet transformation in financial data processing
• ANALYSIS OF EFFECT OF DETRENDING OF TIME-SCALE STRUCTURE OF FINANCIAL DATA USING DISCRETE WAVELET TRANSFORM
• Linear regression fitting based on wavelet packets analysis
• 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
• An algorithm for constructing the two-direction Armlet multiwavelet
• CWT \(\times\) DWT \(\times\) DTWT \(\times\) SDTWT: clarifying terminologies and roles of different types of wavelet transforms
• Haar and Daubechies wavelet methods in modeling banking sector

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