Přístupnostní navigace
E-přihláška
Vyhledávání Vyhledat Zavřít
Detail publikace
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
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" }