Publication detail

Wavelet Decomposition Analysis of Stock Market Movements

JANKOVÁ, Z.

Original Title

Wavelet Decomposition Analysis of Stock Market Movements

Type

article in a collection out of WoS and Scopus

Language

English

Original Abstract

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.

Keywords

stock market, wavelet analysis, wavelet decomposition, wavelet transformation

Authors

JANKOVÁ, Z.

Released

6. 12. 2019

Publisher

Vysoké učení technické v Brně

Location

Brno, Czech Republic

Pages from

125

Pages to

133

Pages count

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"
}