The contribution of wavelets to the analysis of economic and financial data
Author:
Affiliation:
1. Department of Economics, New York University, 269 Mercer St., New York, NY 10003, USA
Publisher
The Royal Society
Subject
General Physics and Astronomy,General Engineering,General Mathematics
Link
https://royalsocietypublishing.org/doi/pdf/10.1098/rsta.1999.0450
Reference25 articles.
1. Combining Neural Network Forecasts on Wavelet-transformed Time Series
2. Wavelet-based feature extraction and decomposition strategies for financial forecasting;Aussem A.;J. Computat. Intell. Finance,1998
3. ARCH modeling in finance
4. Fast integral wavelet transform on a dense set of the time-scale domain
Cited by 154 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Refining Heisenberg’s principle: A greedy approximation of step functions with triangular waveform dictionaries;Mathematics and Computers in Simulation;2024-11
2. Tail connectedness of DeFi and CeFi with accessible banking pillars: Unveiling novel insights through wavelet and quantile cross-spectral coherence analyses;International Review of Financial Analysis;2024-10
3. Prediction of shield tunnelling parameters based on temporal convolutional network;Fourth International Conference on Mechanical, Electronics, and Electrical and Automation Control (METMS 2024);2024-06-05
4. The relationship between Chinese and FOB prices of rare earth elements – Evidence in the time and frequency domain;The Quarterly Review of Economics and Finance;2024-06
5. Predicting Holding Days for Equity Gain Using Wavelets;Lecture Notes in Electrical Engineering;2024
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3