Technical analysis of stock prices based on Wavelet analysis

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Profitability of Iranian Stock Market Based on Technical Analysis Trading Rules

In this study, we focused on Tehran stock exchange market analysis based on applying moving average rules. The Tehran stock exchange in the Middle East has evolved into an exciting and growing marketplace where individual and institutional investor trade securities of over 420 companies. In an attempt to examine the ability to earn excess return by exploiting moving average rules, the average a...

متن کامل

Volatility Dynamics of Wavelet-filtered Stock Prices

Volatility dynamics of wavelet filtered stock price time series is studied. Using the universal thresholding method of wavelet filtering and a principle of minimal linear autocorrelation of noise component we find that the quantitative characteristics of volatility dynamics of denoised series are noticeably different from those of the raw data and the noise. Supported by the RFBR grant 06-06-80...

متن کامل

Multivariate volatility analysis of VW stock prices

Multivariate GARCH{type models are proposed which allow for asymmetry and size eeects in the conditional variance{covariance matrices of a system of time series variables. These models are applied for analyzing the properties of VW common and preference stock prices. The relationship between the conditional variances of these variables is investigated using suitable impulse responses or conditi...

متن کامل

fabrication of new ion sensitive field effect transistors (isfet) based on modification of junction-fet for analysis of hydronium, potassium and hydrazinium ions

a novel and ultra low cost isfet electrode and measurement system was designed for isfet application and detection of hydronium, hydrazinium and potassium ions. also, a measuring setup containing appropriate circuits, suitable analyzer (advantech board), de noise reduction elements, cooling system and pc was used for controlling the isfet electrode and various characteristic measurements. the t...

profitability of iranian stock market based on technical analysis trading rules

in this study, we focused on tehran stock exchange market analysis based on applying moving average rules. the tehran stock exchange in the middle east has evolved into an exciting and growing marketplace where individual and institutional investor trade securities of over 420 companies. in an attempt to examine the ability to earn excess return by exploiting moving average rules, the average a...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Journal of the Visualization Society of Japan

سال: 2006

ISSN: 1884-037X,0916-4731

DOI: 10.3154/jvs.26.supplement1_155