An introduction to wavelets and other filtering methods in finance and economics /
An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theory that underlies them. It also concentrates on ex...
Основен автор: | Gencʹay, Ramazan. |
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Други автори: | Selcʹuk, Faruk., Whitcher, Brandon. |
Формат: | Електронна книга |
Език: | English |
Публикувано: |
San Diego, Calif. :
Academic Press,
℗♭2002.
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Предмети: | |
Онлайн достъп: |
http://search.ebscohost.com/login.aspx?direct=true&scope=site&db=nlebk&AN=297032 |
Подобни документи: |
Print version::
Introduction to wavelets and other filtering methods in finance and economics. |
Съдържание:
- Preface
- Introduction
- Linear filters
- Optimum linear estimation
- Discrete wavelet transforms
- Wavelets and stationary processes
- Wavelet denoising
- Wavelets for variance-covariance estimation
- Artificial neural networks.