Applications of wavelet method in stock exchange problem
The development of wavelet theory in recent years has motivate the emerged of applications such as in signal processing, image and function representation, finance, economics, numerical method etc. One of wavelet advantages as compared to Fourier is, it has fast algorithm to evaluate the series expa...
保存先:
| 主要な著者: | , , , , |
|---|---|
| フォーマット: | 論文 |
| 言語: | English |
| 出版事項: |
Asian Network for Scientific Information
2011
|
| 主題: | |
| オンライン･アクセス: | https://eprints.ums.edu.my/id/eprint/42360/1/FULL%20TEXT.pdf https://eprints.ums.edu.my/id/eprint/42360/ http://dx.doi.org/10.3923/jas.2011.1331.1335 |
| タグ: |
タグ追加
タグなし, このレコードへの初めてのタグを付けませんか!
|
| id |
my.ums.eprints.42360 |
|---|---|
| record_format |
eprints |
| spelling |
my.ums.eprints.423602024-12-23T03:07:12Z https://eprints.ums.edu.my/id/eprint/42360/ Applications of wavelet method in stock exchange problem Samsul Ariffin Abdul Karim Bakri Abdul Karim Mohd Tahir Ismail Mohammad Khatim Hasan Jumat Sulaiman HB1-3840 Economic theory. Demography QA299.6-433 Analysis The development of wavelet theory in recent years has motivate the emerged of applications such as in signal processing, image and function representation, finance, economics, numerical method etc. One of wavelet advantages as compared to Fourier is, it has fast algorithm to evaluate the series expansion. In this present article, we will discuss the applications of fast wavelet algorithm namely Discrete Wavelet Transform (DWT) in finance such as denoising the time series by using wavelet thresholding. We apply various thresholding approachs e.g., Heuristic SURE, SURE, Minimax and FixedForm method. Numerical result show that Minimax and fixed form method gives the better result. Asian Network for Scientific Information 2011 Article NonPeerReviewed text en https://eprints.ums.edu.my/id/eprint/42360/1/FULL%20TEXT.pdf Samsul Ariffin Abdul Karim and Bakri Abdul Karim and Mohd Tahir Ismail and Mohammad Khatim Hasan and Jumat Sulaiman (2011) Applications of wavelet method in stock exchange problem. Journal of Applied Sciences, 11 (7). pp. 1-4. ISSN 1812-5654 http://dx.doi.org/10.3923/jas.2011.1331.1335 |
| institution |
Universiti Malaysia Sabah |
| building |
UMS Library |
| collection |
Institutional Repository |
| continent |
Asia |
| country |
Malaysia |
| content_provider |
Universiti Malaysia Sabah |
| content_source |
UMS Institutional Repository |
| url_provider |
http://eprints.ums.edu.my/ |
| language |
English |
| topic |
HB1-3840 Economic theory. Demography QA299.6-433 Analysis |
| spellingShingle |
HB1-3840 Economic theory. Demography QA299.6-433 Analysis Samsul Ariffin Abdul Karim Bakri Abdul Karim Mohd Tahir Ismail Mohammad Khatim Hasan Jumat Sulaiman Applications of wavelet method in stock exchange problem |
| description |
The development of wavelet theory in recent years has motivate the emerged of applications such as in signal processing, image and function representation, finance, economics, numerical method etc. One of wavelet advantages as compared to Fourier is, it has fast algorithm to evaluate the series expansion. In this present article, we will discuss the applications of fast wavelet algorithm namely Discrete Wavelet Transform (DWT) in finance such as denoising the time series by using wavelet thresholding. We apply various thresholding approachs e.g., Heuristic SURE, SURE, Minimax and FixedForm method. Numerical result show that Minimax and fixed form method gives the better result. |
| format |
Article |
| author |
Samsul Ariffin Abdul Karim Bakri Abdul Karim Mohd Tahir Ismail Mohammad Khatim Hasan Jumat Sulaiman |
| author_facet |
Samsul Ariffin Abdul Karim Bakri Abdul Karim Mohd Tahir Ismail Mohammad Khatim Hasan Jumat Sulaiman |
| author_sort |
Samsul Ariffin Abdul Karim |
| title |
Applications of wavelet method in stock exchange problem |
| title_short |
Applications of wavelet method in stock exchange problem |
| title_full |
Applications of wavelet method in stock exchange problem |
| title_fullStr |
Applications of wavelet method in stock exchange problem |
| title_full_unstemmed |
Applications of wavelet method in stock exchange problem |
| title_sort |
applications of wavelet method in stock exchange problem |
| publisher |
Asian Network for Scientific Information |
| publishDate |
2011 |
| url |
https://eprints.ums.edu.my/id/eprint/42360/1/FULL%20TEXT.pdf https://eprints.ums.edu.my/id/eprint/42360/ http://dx.doi.org/10.3923/jas.2011.1331.1335 |
| _version_ |
1819911289748586496 |
| score |
13.251813 |