Unconditional and conditional analysis between covid-19 cases, temperature, exchange rate and stock markets using wavelet coherence and wavelet partial coherence approaches

Co-movement among industry indices of Tehran Stock Exchange, Wavelet Coherence approach

Co-movement analysis has a significant role in recourse allocation, risk management, etc. This study uses the novel approach of wavelet coherence in continuous wavelet transform framework to investigate the correlation dynamic and spillover effect of 10 main sector indices of Tehran Stock Exchange, in time and frequency domains. Analyzing the data indicates that correlation structure among TSE ...

Coherence analysis between respiration and heart rate variability using continuous wavelet transform.

The continuous wavelet transform (CWT) is specifically efficient in the analysis of transient and non-stationary signals. As such, it has become a powerful candidate for time-frequency analysis of cardiovascular variability. CWT has already been established as a valid tool for the analysis of single cardiovascular signals, providing additional insights into the autonomous nervous system (ANS) a...

Comovement of Central European stock markets using wavelet coherence: Evidence from high-frequency data

Heart rate wavelet coherence analysis to investigate group entrainment

Unobtrusive, wearable sensors that measure physiological signals can provide useful information on an individual’s autonomic response. In this paper, we propose techniques to jointly analyze heart rate variations from a group of individuals in order to study group dynamics. We use wavelet coherence to analyze the RR interval signals from a group of N ≥ 2 individuals and uncover shared frequency...

Forecasting Stock Market Using Wavelet Transforms and Neural Networks and ARIMA (Case study of price index of Tehran Stock Exchange)

The goal of this research is to predict total stock market index of Tehran Stock Exchange, using the compound method of ARIMA and neural network in order for the active participations of finance market as well as macro decision makers to be able to predict trend of the market. First, the series of price index was decomposed by wavelet transform, then the smooth's series  predicted by using...