Applications of Wavelet Method in Stock Exchange Problem

ABDUL KARIM, SAMSUL ARIFFIN and ABDUL KARIM, BAKRI and ISMAIL, M TAHIR and HASAN, M KHATIM and SULAIMAN, JUMAT (2010) Applications of Wavelet Method in Stock Exchange Problem. UTP, International Conference on Fundamental and Applied Science. 15-17 June 2010. . ISBN 978-983-2271-19-2

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Abstract-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 Fixed- Form method. Numerical result show that Minimax and fixed form method gives the better result.

Item Type:Book
Subjects:Q Science > Q Science (General)
Q Science > QA Mathematics > QA75 Electronic computers. Computer science
Departments / MOR / COE:Departments > Fundamental & Applied Sciences
ID Code:3932
Deposited By: Samsul Ariffin Abdul Karim
Deposited On:12 Jan 2011 09:23
Last Modified:19 Jan 2017 08:23

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