Search Results - subject:"Haar wavelets"

Blanc-Blocquel, Augusto; Ortiz-Gracia, Luis; Sanfelici, … - In: Risks : open access journal 12 (2024) 11, pp. 1-19

Climate risk refers to the risks associated with climate change and has already started to impact various sectors of the economy. In this work, we focus on the impact of physical risk on the probability of default for a firm in the agribusiness sector. The probability of default is estimated...

Persistent link: https://www.econbiz.de/10015137901

A wavelet method for panel models with jump discontinuities in the parameters

Bada, Oualid; Kneip, Alois; Liebl, Dominik; Mensinger, Tim - In: Journal of econometrics 226 (2022) 2, pp. 399-422

Persistent link: https://www.econbiz.de/10013461818

Adaptive trend estimation in financial time series via multiscale change-point-induced basis recovery

Schröder, Anna Louise; Fryzlewicz, Piotr - Volkswirtschaftliche Fakultät, … - 2013

Low-frequency financial returns can be modelled as centered around piecewise-constant trend functions which change at certain points in time. We propose a new stochastic time series framework which captures this feature. The main ingredient of our model is a hierarchically-ordered oscillatory...

Persistent link: https://www.econbiz.de/10011108954

Application of Haar wavelets on medical images

El Ayachi, Rachid; Gouskir, M.; Baslam, M. - In: Journal of electronic commerce in organizations : the … 13 (2015) 2, pp. 41-49

Persistent link: https://www.econbiz.de/10011336565

EXTENDED DAILY EXCHANGE RATES FORECASTS USING WAVELET TEMPORAL RESOLUTIONS

KABOUDAN, MAK - In: New Mathematics and Natural Computation (NMNC) 01 (2005) 01, pp. 79-107

Applying genetic programming and artificial neural networks to raw as well as wavelet-transformed exchange rate data showed that genetic programming may have good extended forecasting abilities. Although it is well known that most predictions of exchange rates using many alternative techniques...

Persistent link: https://www.econbiz.de/10005047296

Numerical solution of differential equations using Haar wavelets

Lepik, Ü. - In: Mathematics and Computers in Simulation (MATCOM) 68 (2005) 2, pp. 127-143

Haar wavelet techniques for the solution of ODE and PDE is discussed. Based on the Chen–Hsiao method [C.F. Chen, C.H. Hsiao, Haar wavelet method for solving lumped and distributed-parameter systems, IEE Proc.—Control Theory Appl. 144 (1997) 87–94; C.F. Chen, C.H. Hsiao, Wavelet approach to...

Persistent link: https://www.econbiz.de/10011050882

State analysis of time-varying singular bilinear systems via Haar wavelets

Hsiao, Chun-Hui; Wang, Wen-June - In: Mathematics and Computers in Simulation (MATCOM) 52 (2000) 1, pp. 11-20

State analysis of time-varying singular bilinear systems via Haar wavelets is proposed in this paper. Based upon some … useful properties of Haar wavelets, a special product matrix and a related coefficient matrix are applied to the time …-varying systems such that the state of time-varying singular bilinear systems can be solved easily. The local property of Haar …

Persistent link: https://www.econbiz.de/10010870129

State analysis of time-varying singular nonlinear systems via Haar wavelets

Hsiao, Chun-Hui; Wang, Wen-June - In: Mathematics and Computers in Simulation (MATCOM) 51 (1999) 1, pp. 91-100

State analysis of time-varying singular nonlinear systems via Haar wavelets is proposed in this paper. Based upon some … useful properties of Haar wavelets, a special product matrix and a related coefficient matrix are applied to the time …-varying systems such that the state of time-varying singular nonlinear systems can be solved easily. The local property of Haar …

Persistent link: https://www.econbiz.de/10010749732

State analysis of linear time delayed systems via Haar wavelets

Hsiao, Chun-Hui - In: Mathematics and Computers in Simulation (MATCOM) 44 (1997) 5, pp. 457-470

State analysis of time delayed systems via Haar wavelets are proposed in this paper. Based upon some useful properties …

Persistent link: https://www.econbiz.de/10010750133