Application of wavelet method in stock exchange problem

Samsul Arffin Abdul Karim, and Bakri Abdul Karim, and Mohd Tahir Ismail, and Mohammad Khatim Hasan, and Jumat Sulaiman, (2011) Application of wavelet method in stock exchange problem. Journal of Applied Sciences, 11 (7). pp. 1331-1335. ISSN 1812-5654

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Official URL: http://dx.doi.org/ 10.3923/jas.2011.1331.1335

Abstract

The development of wavelet theory in recent years has motivated the emergence of applications such as in signal processing, image and function representation, finance, economics, numerical method etc. One of the advantages wavelet as compared with Fourier is, it has fast algorithm to evaluate the series expansion. In the present study, 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. Some numerical results by using real data will be presented.

Item Type:Article
Uncontrolled Keywords:Discrete wavelet transform, Kuala Lumpur composite index (KLCI), Stock exchange
Subjects:H Social Sciences > HB Economic Theory
Divisions:SCHOOL > School of Science and Technology
ID Code:5177
Deposited By:IR Admin
Deposited On:24 Oct 2012 08:01
Last Modified:16 Feb 2015 15:57

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