Wavelet Decomposition Analysis of Stock Market Movements
Identifikátory výsledku
Kód výsledku v IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216305%3A26510%2F19%3APU135782" target="_blank" >RIV/00216305:26510/19:PU135782 - isvavai.cz</a>
Výsledek na webu
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DOI - Digital Object Identifier
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Alternativní jazyky
Jazyk výsledku
angličtina
Název v původním jazyce
Wavelet Decomposition Analysis of Stock Market Movements
Popis výsledku v původním jazyce
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.
Název v anglickém jazyce
Wavelet Decomposition Analysis of Stock Market Movements
Popis výsledku anglicky
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.
Klasifikace
Druh
O - Ostatní výsledky
CEP obor
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OECD FORD obor
50206 - Finance
Návaznosti výsledku
Projekt
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Návaznosti
S - Specificky vyzkum na vysokych skolach
Ostatní
Rok uplatnění
2019
Kód důvěrnosti údajů
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů