Wavelet Analysis and Applications in Economics and Finance

Tian-Xiao He, Tung Nguyen, '15

Research output: Journal ArticleArticlepeer-review

Abstract

In this paper, we examine the applications of wavelet analysis on finance and related fields. We go over some relevant wavelet transforms and discuss their potency in dealing with financial data. Then, we consider the issues with the choice of wavelet and practical implementation. Finally, several applications on finance and economics are discussed in details with provided examples for the demonstration.
Original languageAmerican English
JournalJournal of Statistics and Mathematical Sciences
Volume1
StatePublished - 2015

Keywords

  • Wavelet analysis
  • Financial time series.

Disciplines

  • Physical Sciences and Mathematics
  • Applied Mathematics

Cite this