Haar and Daubechies wavelet methods in modeling banking sector
DOI10.12988/IMF.2013.13056zbMATH Open1283.91197OpenAlexW2517882764MaRDI QIDQ5401979FDOQ5401979
Authors: Faisal Ababneh, S. al Wadi, Mohd. Tahir Ismail
Publication date: 12 March 2014
Published in: International Mathematical Forum (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/c2cf3484fe539c0c17509f709fa751ef3fc807c4
Recommendations
- Selecting wavelet transforms model in forecasting financial time series data based on ARIMA model
- Maximum overlap discrete wavelet methods in modeling banking data
- Application of the wavelet transformation in financial data processing
- ANALYSIS OF TIME SERIES WITH WAVELETS
- Wavelet transform on regression trend curve and its application in financial data
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Statistical methods; risk measures (91G70)
Cited In (7)
- Wavelet transform on regression trend curve and its application in financial data
- Multiresolution analysis of S\&P500 time series
- Industrial data forecasting using discrete wavelet transform
- Maximum overlap discrete wavelet methods in modeling banking data
- Application of the wavelet transformation in financial data processing
- 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
This page was built for publication: Haar and Daubechies wavelet methods in modeling banking sector
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5401979)