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JAIST Repository >
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KSS'2007 >
このアイテムの引用には次の識別子を使用してください:
http://hdl.handle.net/10119/4108
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| タイトル: | The Application of Wavelet Transform in Stock Market |
| 著者: | Lai, Kin Keung
Huang, Jing |
| キーワード: | Wavelet
Stock market |
| 発行日: | Nov-2007 |
| 出版者: | JAIST Press |
| 抄録: | In this study, the wavelet transform is briefly described and is also compared with the popular Fourier transformation (FT), as well as a specific presentation of the continuous wavelet transform and the discrete wavelet transform. Different application of wavelet analysis in stock market is introduced, including decomposition of stock series with multi-resolution analysis, denoising of stock price series, characterizing abrupt changes in the stock prices, and detecting the self-similarity of stock series. In addition, Examples are given with the wavelet analysis on some real estate stock price data in China mainland. |
| 記述: | The original publication is available at JAIST Press http://www.jaist.ac.jp/library/jaist-press/index.html
Proceedings of KSS'2007 : The Eighth International Symposium on Knowledge and Systems Sciences : November 5-7, 2007, [Ishikawa High-Tech Conference Center, Nomi, Ishikawa, JAPAN]
Organized by: Japan Advanced Institute of Science and Technology |
| 言語: | ENG |
| URI: | http://hdl.handle.net/10119/4108 |
| ISBN: | 9784903092072 |
| 出現コレクション: | KSS'2007
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このアイテムのファイル:
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記述 |
サイズ | 形式 |
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| 74.pdf | | 353Kb | Adobe PDF | 見る/開く |
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