Wavelet Decomposition Analysis of Stock Market Movements
Result description
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 marketwavelet analysiswavelet decompositionwavelet transformation
The result's identifiers
Result code in IS VaVaI
Result on the web
—
DOI - Digital Object Identifier
—
Alternative languages
Result language
angličtina
Original language name
Wavelet Decomposition Analysis of Stock Market Movements
Original language description
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.
Czech name
—
Czech description
—
Classification
Type
O - Miscellaneous
CEP classification
—
OECD FORD branch
50206 - Finance
Result continuities
Project
—
Continuities
S - Specificky vyzkum na vysokych skolach
Others
Publication year
2019
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů
Basic information
Result type
O - Miscellaneous
OECD FORD
Finance
Year of implementation
2019