Generalized optimal wavelet decomposing algorithm for big financial data
Edward W. Sun; Yi-Ting Chen; Min-Teh Yu
| Year of publication: |
2015
|
|---|---|
| Authors: | Sun, Edward W. ; Chen, Yi-Ting ; Yu, Min-Teh |
| Published in: |
International journal of production economics. - Amsterdam [u.a.] : Elsevier, ISSN 0925-5273, ZDB-ID 1092526-0. - Vol. 165.2015, p. 194-214
|
| Subject: | Big financial data | DWT | High-frequency data | MODWT | Wavelet | Zustandsraummodell | State space model | Finanzmarkt | Financial market | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Algorithmus | Algorithm |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011309048