Detail publikace

Wavelet Decomposition Analysis of Stock Market Movements

JANKOVÁ, Z.

Originální název

Wavelet Decomposition Analysis of Stock Market Movements

Typ

článek ve sborníku mimo WoS a Scopus

Jazyk

angličtina

Originální abstrakt

Sudden changes in stock index or stock prices, either up or down, are usually preceded by oscillating behavior with frequencies that tend to increase at the moment of transition. The equity markets have seen rapid development in many countries in recent years, and many research efforts have focused mainly on the study of dynamic behavior. One group of researches attempts to adapt mathematical modeling techniques to characterize stock market price trends. The successful characterization of price dynamics on financial markets, in particular sudden changes or large declines, can have a significant impact on other spheres of the economy.

Klíčová slova

stock market, wavelet analysis, wavelet decomposition, wavelet transformation

Autoři

JANKOVÁ, Z.

Vydáno

6. 12. 2019

Nakladatel

Vysoké učení technické v Brně

Místo

Brno, Czech Republic

Strany od

125

Strany do

133

Strany počet

11

BibTex

@inproceedings{BUT162634,
  author="Zuzana {Janková}",
  title="Wavelet Decomposition Analysis of Stock Market Movements",
  year="2019",
  pages="125--133",
  publisher="Vysoké učení technické v Brně",
  address="Brno, Czech Republic"
}