Search Results - subject:"multiresolution"

Prediction of missing links based on multi-resolution community division

Ding, Jingyi; Jiao, Licheng; Wu, Jianshe; Hou, Yunting; … - In: Physica A: Statistical Mechanics and its Applications 417 (2015) C, pp. 76-85

The investigation of link prediction in networks is an important issue in many disciplines. The research of prediction algorithms which required short time but high accuracy is still a challenging task. Most of the existing algorithms are based on the topological information of the networks,...

Persistent link: https://www.econbiz.de/10011077860

A Wavelet-based MRA-EDCC-GARCH Methodology for the Detection of News and Volatility Spillover across Sectoral Indicesâ€”Evidence from the Indian Financial Market

Chakrabarty, Anindya; De, Anupam; Bandyopadhyay, Gautam - In: Global Business Review 16 (2015) 1, pp. 35-49

The article studies the nature and direction of shock and volatility transmission among the nine non-overlapping sectoral indices of Bombay Stock Exchange (BSE) across eight different scales (from 2â€“4 days to 1â€“2 years) using a newly developed wavelet-based...

Persistent link: https://www.econbiz.de/10011171381

A wavelet-based MRA-EDCC-GARCH methodology for the detection of news and volatility spillover across sectoral indices : evidence from the Indian financial market

Chakrabarty, Anindya; De, Anupam; Bandyopadhyay, Gautam - In: Global business review 16 (2015) 1, pp. 35-49

Persistent link: https://www.econbiz.de/10011309952

Predicting stock returns : the information content of predictors across horizons

Deng, Kaihua; Kim, Chang-jin - In: Annals of financial economics 10 (2015) 2, pp. 1-27

Persistent link: https://www.econbiz.de/10011408566

A multi-horizon scale for volatility.

Subbotin, Alexander - Centre d'Économie de la Sorbonne, Université Paris 1 … - 2008

from 1995 to 2006. The results are used for comparison and structural multi-resolution analysis of extreme events on the …

Persistent link: https://www.econbiz.de/10005510612

A multi-horizon scale for volatility

Subbotin, Alexander - HAL - 2008

from 1995 to 2006. The results are used for comparison and structural multi-resolution analysis of extreme events on the …

Persistent link: https://www.econbiz.de/10010750636

Denoising Techniques Based on the Multiresolution Representation

COCIANU, Catalina; STATE, Luminita; STEFANESCU, Viorica; … - In: Informatica Economica XII (2008) 2, pp. 29-35

wavelet coefficients can be formulated explicitly, or implicitly. The multiresolution representation is used to develop a … class of algorithms for noise removal in case of normal models. The multiresolution algorithms perform the restoration tasks … reports two attempts in using the multiresolution based algorithms for restoration purposes in case of normally distributed …

Persistent link: https://www.econbiz.de/10009416280

The predictive power of yield spread: evidence from wavelet analysis

Dar, Arif; Samantaraya, Amaresh; Shah, Firdous - In: Empirical Economics 46 (2014) 3, pp. 887-901

This paper examines whether the spread between long- and short-terminterest rates contains information about future economic activity in India. Using the yields on securities with maturities ranging from three months to ten years, we construct five different yield spreads at shorter end, longer...

Persistent link: https://www.econbiz.de/10010793991

Inflation, output gap, and money in Malaysia: evidence from wavelet coherence

Olayeni, Olaolu Richard; Tiwari, Aviral Kumar; … - In: International Journal of Computational Economics and … 4 (2014) 3/4, pp. 320-338

multiresolution in discrete wavelet analysis. We then developed a DWT-based Diebold-Yilmaz index to measure scale-specific spillover …

Persistent link: https://www.econbiz.de/10010929799

An improved wavelet–ARIMA approach for forecasting metal prices

Kriechbaumer, Thomas; Angus, Andrew; Parsons, David; … - In: Resources Policy 39 (2014) C, pp. 32-41

in forecasting metal prices is demonstrated to be increased substantially through a wavelet-based multiresolution …

Persistent link: https://www.econbiz.de/10010744418