Search Results - subject:"Wavelet-Transformation"

Economic growth through global value chains : new insight from exchange rate effects on the African economy

Gyasi, Genevieve; Frimpong, Joseph Magnus; Mireku, Kwame - In: Cogent economics & finance 12 (2024) 1, pp. 1-15

The study investigated GVC and exchange rate comovements from 1990 to 2018. The study employed a continuous wavelet coherence procedure to investigate the time-frequency dependence of global value chain (GVC) participation and exchange rates relationship in Africa. We find from the study that...

Persistent link: https://www.econbiz.de/10015393891

Futuristic portfolio optimization problem : wavelet based long short-term memory

Abolmakarem, Shaghayegh; Abdi, Farshid; … - In: Journal of modelling in management 19 (2024) 2, pp. 523-555

Persistent link: https://www.econbiz.de/10014486825

A granular machine learning framework for forecasting high-frequency financial market variables during the recent black swan event

Ghosh, Indranil; Jana, Rabin K. - In: Technological forecasting & social change : an … 194 (2023), pp. 1-17

Persistent link: https://www.econbiz.de/10014475527

Fusion of multimodal biometric authentication using gradient pyramid, PCA and DWT

Devi, R.; Sujatha, P. - In: International journal of intelligent enterprise 10 (2023) 1, pp. 73-98

Persistent link: https://www.econbiz.de/10014320247

Futuristic portfolio optimization problem: wavelet based long short-term memory

Abolmakarem, Shaghayegh; Abdi, Farshid; … - In: Journal of Modelling in Management 19 (2023) 2, pp. 523-555

Purpose This paper aims to propose an improved version of portfolio optimization model through the prediction of the future behavior of stock returns using a combined wavelet-based long short-term memory (LSTM). Design/methodology/approach First, data are gathered and divided into two parts,...

Persistent link: https://www.econbiz.de/10015351517

Real exchange rate in the long run: A multi-resolution analysis

In: Cogent Economics & Finance 8 (2020) 1, pp. 1-19

signals, the so-called wavelet transformation. This paper uses monthly data of the consumer price indices (CPI) and nominal … seasonality and cyclicity of the CPI. Then, the real exchange rates are calculated. We use the unit root tests and wavelet … transformation to verify if the purchasing power parity (PPP) holds in the long run in different time horizons. Key findings from the …

Persistent link: https://www.econbiz.de/10014001508

Real exchange rate in the long run : a multi-resolution analysis

Duc Hong Vo; Nhan Thien Nguyen - In: Cogent economics & finance 8 (2020) 1, pp. 1-19

Persistent link: https://www.econbiz.de/10013179654

Wavelets im Rahmen der Econophysik : eine naturwissenschaftlich geprägte Analyse von Finanzmärkten

Hodek, Jakub - 2015

Persistent link: https://www.econbiz.de/10011326905

Stock market and macroeconomic variables: New evidence from India

Gopinathan, R.; Durai, S. Raja Sethu - In: Financial Innovation 5 (2019) 1, pp. 1-17

Understanding the relationship between macroeconomic variables and the stock market is important because macroeconomic variables have a systematic effect on stock market returns. This study uses monthly data from India for the period from April 1994 to July 2018 to examine the long-run...

Persistent link: https://www.econbiz.de/10012602823

Portfolio diversification and oil price shocks : a sector wide analysis

Mohsin Ali; Azmi, Wajahat; Khan, Aftab Parvez - In: International Journal of Energy Economics and Policy : IJEEP 9 (2019) 3, pp. 251-260

Persistent link: https://www.econbiz.de/10012301835