表紙画像

Maximum Overlapping Discrete Wavelet Methods For Modelling The Saudi Stock Exchange

This study forecasts the stock volatility based on wavelet-based generalized autoregressive conditional heteroscedasticity (GARCH) methods. It builds a forecast model based on GARCH methods, autoregressive integrated moving average (ARIMA) method, and maximum overlap discrete wavelet transform (MODW...

保存先:

書誌詳細
第一著者:	T, Alshammari Tariq Saleh
フォーマット:	学位論文
言語:	English
出版事項:	2023
主題:	QA1 Mathematics (General)
オンライン･アクセス:	http://eprints.usm.my/60278/1/ALSHAMMARI%20TARIQ%20SALEH%20T%20-%20TESIS24.pdf http://eprints.usm.my/60278/
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!

類似資料

Hybrid of the Lee-Carter model with maximum overlap discrete wavelet transform filters in forecasting mortality rates
著者:: Yaacob, Nurul Aityqah, 等
出版事項: (2021)

Modeling And Detecting Of Outlier Values In The Saudi Stock Exchange
著者:: Abdullah M, Rashedi Khudhayr
出版事項: (2023)

Maximal overlap discrete wavelet transform gaussian process regression for monthly crude oil price forecasting.
著者:: Hamid, Mohd. Helmie, 等
出版事項: (2023)

Applications of wavelet method in stock exchange problem
著者:: Samsul Ariffin Abdul Karim, 等
出版事項: (2011)

A recurrent neural network and a discrete wavelet transform to predict the Saudi stock price trends
著者:: Jarrah, M., 等
出版事項: (2019)

Applications of Wavelet Method in Stock Exchange Problem
著者:: ABDUL KARIM, SAMSUL ARIFFIN, 等
出版事項: (2010)

Forecasting Stock Market Volatility Using Wavelet Transformation Algorithm Of Garch Model
著者:: Audu, Buba
出版事項: (2017)

GAUSSIAN SCALE-SPACE AND DISCRETE WAVELET TRANSFORM FOR DATA SMOOTHING
著者:: ABDUL KARIM, SAMSUL ARIFFIN
出版事項: (2011)

Volatility forecasting with the wavelet transformation algorithm GARCH model: Evidence from African stock markets
著者:: Ismail, Mohd Tahir, 等
出版事項: (2016)

A Study Of Structure Breaks In Amman Stocks Market By Using Wavelet Transform.
著者:: Al Wadi, S., 等
出版事項: (2009)

Wavelet Based Method for Islamic Stock Prices in Malaysia and Indonesia: Pre-US Subprime Crisis
著者:: ABDUL KARIM, SAMSUL ARIFFIN
出版事項: (2012)

A Wavelet Approach For Analysing The Relationship Between Exchange Rate And Interest Rate Differential
著者:: DHAMOTHARAN, LALITHA
出版事項: (2017)

Long Memory Analysis using Maximal Overlap Discrete Wavelet Transforms. In Research in Statistical Analysis, Majid, A.A., Sulaiman, H. and Ismail, M.T. (Eds.,), School of Mathematical Sciences, Universiti Sains Malaysia (USM), pp. 155-165, 2014.
著者:: ABDUL KARIM, SAMSUL ARIFFIN
出版事項: (2014)

Discrete choice model
著者:: Lim, Hock Eam
出版事項: (2013)

Speech Compression Using Discrete Wavelet Transform
著者:: M.Ali Najih, Abdulmawla
出版事項: (2003)

Wavelet transform in stock prices forecasting and related financial data
著者:: Harun, Hanani Farhah, 等
出版事項: (2023)

Curve and surface modeling with constrained b-spline wavelets.
著者:: Awang, Mohd Nain
出版事項: (2011)

Maximum; Likelihood Estimation For The Non-Separable Spatial Unilateral Autoregressive Model.
著者:: Awang, Norhashidah, 等
出版事項: (2008)

Evaluation of stock market technical efficiency with a comparison of groups of companies in Dhaka Stock Exchange
著者:: Hasan, Md Zobaer, 等
出版事項: (2011)

A critical review of discrete filled function methods in solving nonlinear discrete optimization problems
著者:: Woon, Siew Fang, 等
出版事項: (2010)

A generalized power-law model of blood flow through tapered arteries with an overlapping stenosis
著者:: Ahmad, Huda Salmi
出版事項: (2014)

Mathematical modeling of unsteady solute dispersion in bingham fluid model of blood flow through an overlapping stenosed artery
著者:: Mohd. Zainul Abidin, Siti Nurulaifa, 等
出版事項: (2021)

On discrete Lotka-Volterra type models
著者:: Mukhamedov, Farrukh, 等
出版事項: (2012)

MSS418 - Discrete Mathematics
著者:: PPSM, Pusat Pengajian Sains Matematik
出版事項: (2022)

MSS418 - Discrete Mathematics
著者:: PPSM, Pusat Pengajian Sains Matematik
出版事項: (2024)

A new feature extraction algorithm for overlapping leaves of rubber tree
著者:: Anjomshoae, Sule
出版事項: (2014)

Solution of maximum clique problem by using branch and bound method
著者:: Mustafa, Mamat, 等
出版事項: (2014)

Modelling The Impact Of Us Stock Market On Asean Countries Stock Markets.
著者:: Ismail, Mohd Tahir
出版事項: (2009)

Modelling stock market exchange by autoregressive integrated moving average, multiple linear regression and neural network
著者:: Firdaus, Mohamad, 等
出版事項: (2022)

Modelling stock market exchange by autoregressive integrated moving average, multiple linear regression and neural network
著者:: Mohamad Firdaus, Mohamad Firdaus, 等
出版事項: (2022)

Bootstrap Technique For Examining The Properties Of The Maximum Likelihood Estimator Of The Spatial Unilateral Autoregressive Model.
著者:: Awang, Norhashidah, 等
出版事項: (2009)

An Enhanced Wavelet Neural Network Model For Epileptic Seizure Detection And Prediction
著者:: Lai , Kee Huong
出版事項: (2016)

An Improved Training Method For Wavelet Neural Networks For Solving Ordinary And Partial Differential Equations
著者:: Tan, Lee Sen
出版事項: (2022)

Combined forecast model involving wavelet-group methods of data handling for drought forecasting
著者:: Mohammed Salisu, Alfa
出版事項: (2021)

Review of discrete-continuous models in energy and transportation
著者:: Derakhshan, Ahmad, 等
出版事項: (2015)

A long short term memory and a discrete wavelet transform to predict the stock price
著者:: Jarrah, Mu’tasem, 等
出版事項: (2021)

A long short term memory and a discrete wavelet transform to predict the stock price
著者:: Jarrah, Mu’tasem, 等
出版事項: (2021)

A long short term memory and a discrete wavelet transform to predict the stock price
著者:: Jarrah, Mu’tasem, 等
出版事項: (2021)

An overlapping grid spectral collocation analysis on a newly developed hybrid nano fl uid fl ow model
著者:: Khan, Amir Yaseen, 等
出版事項: (2024)

MSS 318 - DISCRETE MATHEMATICS APRIL 08.
著者:: PPSM, Pusat Pengajian Sains Matematik
出版事項: (2008)