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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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 |
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| Keyword: | Discrete wavelet transform, Kuala Lumpur composite index (KLCI), Stock exchange |
| Subjects: | H Social Sciences > HB Economic theory. Demography |
| Department: | SCHOOL > School of Science and Technology |
| Depositing User: | ADMIN ADMIN |
| Date Deposited: | 24 Oct 2012 08:01 |
| Last Modified: | 20 Oct 2017 14:07 |
| URI: | https://eprints.ums.edu.my/id/eprint/5177 |
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