An Introduction To Wavelet Theory In Finance
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An Introduction To Wavelet Theory In Finance
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Author : Francis In
language : en
Publisher: World Scientific
Release Date : 2013
An Introduction To Wavelet Theory In Finance written by Francis In and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with Business & Economics categories.
This book offers an introduction to wavelet theory and provides the essence of wavelet analysis including Fourier analysis and spectral analysis; the maximum overlap discrete wavelet transform; wavelet variance, covariance, and correlation in a unified and friendly manner. It aims to bridge the gap between theory and practice by presenting substantial applications of wavelets in economics and finance. This book is the first to provide a comprehensive application of wavelet analysis to financial markets, covering new frontier issues in empirical finance and economics. The first chapter of this unique text starts with a description of the key features and applications of wavelets. After an overview of wavelet analysis, successive chapters rigorously examine the various economic and financial topics and issues that stimulate academic and professional research, including equity, interest swaps, hedges and futures, foreign exchanges, financial asset pricing, and mutual fund markets. This detail-oriented text is descriptive and designed purely for academic researchers and financial practitioners. It assumes no prior knowledge of econometrics and covers important topics such as portfolio asset allocation, asset pricing, hedging strategies, new risk measures, and mutual fund performance. Its accessible presentation is also suitable for post-graduates in a variety of disciplines applied economics, financial engineering, international finance, financial econometrics, and fund management. To facilitate the subject of wavelets, sophisticated proofs and mathematics are avoided as much as possible when applying the wavelet multiscaling method. To enhance the reader's understanding in practical applications of the wavelet multiscaling method, this book provides sample programming instruction backed by Matlab wavelet code.
An Introduction To Wavelet Theory In Finance
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Author : Francis In
language : en
Publisher: World Scientific
Release Date : 2013
An Introduction To Wavelet Theory In Finance written by Francis In and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013 with Business & Economics categories.
This book offers an introduction to wavelet theory and provides the essence of wavelet analysis OCo including Fourier analysis and spectral analysis; the maximum overlap discrete wavelet transform; wavelet variance, covariance, and correlation OCo in a unified and friendly manner. It aims to bridge the gap between theory and practice by presenting substantial applications of wavelets in economics and finance.This book is the first to provide a comprehensive application of wavelet analysis to financial markets, covering new frontier issues in empirical finance and economics. The first chapter of this unique text starts with a description of the key features and applications of wavelets. After an overview of wavelet analysis, successive chapters rigorously examine the various economic and financial topics and issues that stimulate academic and professional research, including equity, interest swaps, hedges and futures, foreign exchanges, financial asset pricing, and mutual fund markets.This detail-oriented text is descriptive and designed purely for academic researchers and financial practitioners. It assumes no prior knowledge of econometrics and covers important topics such as portfolio asset allocation, asset pricing, hedging strategies, new risk measures, and mutual fund performance. Its accessible presentation is also suitable for post-graduates in a variety of disciplines OCo applied economics, financial engineering, international finance, financial econometrics, and fund management. To facilitate the subject of wavelets, sophisticated proofs and mathematics are avoided as much as possible when applying the wavelet multiscaling method. To enhance the reader''s understanding in practical applications of the wavelet multiscaling method, this book provides sample programming instruction backed by Matlab wavelet code.
An Introduction To Wavelets And Other Filtering Methods In Finance And Economics
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Author : Ramazan Gençay
language : en
Publisher: San Diego : Academic Press
Release Date : 2002
An Introduction To Wavelets And Other Filtering Methods In Finance And Economics written by Ramazan Gençay and has been published by San Diego : Academic Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002 with Business & Economics categories.
An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theory that underlies them. It also concentrates on exactly what wavelet analysis (and filtering methods in general) can reveal about a time series. It offers testing issues which can be performed with wavelets in conjunction with the multi-resolution analysis. The descriptive focus of the book avoids proofs and provides easy access to a wide spectrum of parametric and nonparametric filtering methods. Examples and empirical applications will show readers the capabilities, advantages, and disadvantages of each method. *The first book to present a unified view of filtering techniques *Concentrates on exactly what wavelets analysis and filtering methods in general can reveal about a time series *Provides easy access to a wide spectrum of parametric and non-parametric filtering methods
The Illustrated Wavelet Transform Handbook
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Author : Paul S. Addison
language : en
Publisher: CRC Press
Release Date : 2017-01-06
The Illustrated Wavelet Transform Handbook written by Paul S. Addison and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-01-06 with Mathematics categories.
This second edition of The Illustrated Wavelet Transform Handbook: Introductory Theory and Applications in Science, Engineering, Medicine and Finance has been fully updated and revised to reflect recent developments in the theory and practical applications of wavelet transform methods. The book is designed specifically for the applied reader in science, engineering, medicine and finance. Newcomers to the subject will find an accessible and clear account of the theory of continuous and discrete wavelet transforms, while readers already acquainted with wavelets can use the book to broaden their perspective. One of the many strengths of the book is its use of several hundred illustrations, some in colour, to convey key concepts and their varied practical uses. Chapters exploring these practical applications highlight both the similarities and differences in wavelet transform methods across different disciplines and also provide a comprehensive list of over 1000 references that will serve as a valuable resource for further study. Paul Addison is a Technical Fellow with Medtronic, a global medical technology company. Previously, he was co-founder and CEO of start-up company, CardioDigital Ltd (and later co-founded its US subsidiary, CardioDigital Inc) - a company concerned with the development of novel wavelet-based methods for biosignal analysis. He has a master’s degree in engineering and a PhD in fluid mechanics, both from the University of Glasgow, Scotland (founded 1451). His former academic life as a tenured professor of fluids engineering included the output of a large number of technical papers, covering many aspects of engineering and bioengineering, and two textbooks: Fractals and Chaos: An Illustrated Course and the first edition of The Illustrated Wavelet Transform Handbook. At the time of publication, the author has over 100 issued US patents concerning a wide range of medical device technologies, many of these concerning the wavelet transform analysis of biosignals. He is both a Chartered Engineer and Chartered Physicist.
The Illustrated Wavelet Transform Handbook
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Author : Paul S Addison
language : en
Publisher: CRC Press
Release Date : 2002-07-15
The Illustrated Wavelet Transform Handbook written by Paul S Addison and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2002-07-15 with Mathematics categories.
The Illustrated Wavelet Transform Handbook: Introductory Theory and Applications in Science, Engineering, Medicine and Finance provides an overview of the theory and practical applications of wavelet transform methods. The author uses several hundred illustrations, some in color, to convey mathematical concepts and the results of applications. The first chapter presents a brief overview of the wavelet transform, including a short history. The remainder of the book is split into two parts: the first part discusses the mathematics of both discrete and continuous wavelet transforms while the second part deals with applications in a variety of subject areas, such as geophysics, medicine, fluid turbulence, engineering testing, speech and sound analysis, image analysis, and data compression. These application chapters make the reader aware of the similarities that exist in the use of wavelet transform analysis across disciplines. A comprehensive list of more than 700 references provides a valuable resource for further study. The book is designed specifically for the applied reader in science, engineering, medicine, finance, or any other of the growing number of application areas. Newcomers to the subject will find an accessible and clear account of the theory of continuous and discrete wavelet transforms, providing a large number of examples of their use across a wide range of disciplines. Readers already acquainted with wavelets can use the book to broaden their perspective.
An Introduction To Wavelets Through Linear Algebra
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Author : M.W. Frazier
language : en
Publisher: Springer
Release Date : 2013-12-11
An Introduction To Wavelets Through Linear Algebra written by M.W. Frazier and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-12-11 with Mathematics categories.
Mathematics majors at Michigan State University take a "Capstone" course near the end of their undergraduate careers. The content of this course varies with each offering. Its purpose is to bring together different topics from the undergraduate curriculum and introduce students to a developing area in mathematics. This text was originally written for a Capstone course. Basic wavelet theory is a natural topic for such a course. By name, wavelets date back only to the 1980s. On the boundary between mathematics and engineering, wavelet theory shows students that mathematics research is still thriving, with important applications in areas such as image compression and the numerical solution of differential equations. The author believes that the essentials of wavelet theory are sufficiently elementary to be taught successfully to advanced undergraduates. This text is intended for undergraduates, so only a basic background in linear algebra and analysis is assumed. We do not require familiarity with complex numbers and the roots of unity.
Wavelet Methods For Time Series Analysis
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Author : Donald B. Percival
language : en
Publisher: Cambridge University Press
Release Date : 2000
Wavelet Methods For Time Series Analysis written by Donald B. Percival and has been published by Cambridge University Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2000 with Computers categories.
This introduction to wavelet analysis 'from the ground level and up', and to wavelet-based statistical analysis of time series focuses on practical discrete time techniques, with detailed descriptions of the theory and algorithms needed to understand and implement the discrete wavelet transforms. Numerous examples illustrate the techniques on actual time series. The many embedded exercises - with complete solutions provided in the Appendix - allow readers to use the book for self-guided study. Additional exercises can be used in a classroom setting. A Web site offers access to the time series and wavelets used in the book, as well as information on accessing software in S-Plus and other languages. Students and researchers wishing to use wavelet methods to analyze time series will find this book essential.
Applied Financial Econometrics
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Author : Moinak Maiti
language : en
Publisher: Springer Nature
Release Date : 2021-08-31
Applied Financial Econometrics written by Moinak Maiti and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021-08-31 with Business & Economics categories.
This textbook gives students an approachable, down to earth resource for the study of financial econometrics. While the subject can be intimidating, primarily due to the mathematics and modelling involved, it is rewarding for students of finance and can be taught and learned in a straightforward way. This book, going from basics to high level concepts, offers knowledge of econometrics that is intended to be used with confidence in the real world. This book will be beneficial for both students and tutors who are associated with econometrics subjects at any level.
An Introduction To Wavelets And Other Filtering Methods In Finance And Economics
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Author : Ramazan Gençay
language : en
Publisher: Elsevier
Release Date : 2001-10-12
An Introduction To Wavelets And Other Filtering Methods In Finance And Economics written by Ramazan Gençay and has been published by Elsevier this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001-10-12 with Business & Economics categories.
An Introduction to Wavelets and Other Filtering Methods in Finance and Economics presents a unified view of filtering techniques with a special focus on wavelet analysis in finance and economics. It emphasizes the methods and explanations of the theory that underlies them. It also concentrates on exactly what wavelet analysis (and filtering methods in general) can reveal about a time series. It offers testing issues which can be performed with wavelets in conjunction with the multi-resolution analysis. The descriptive focus of the book avoids proofs and provides easy access to a wide spectrum of parametric and nonparametric filtering methods. Examples and empirical applications will show readers the capabilities, advantages, and disadvantages of each method. - The first book to present a unified view of filtering techniques - Concentrates on exactly what wavelets analysis and filtering methods in general can reveal about a time series - Provides easy access to a wide spectrum of parametric and non-parametric filtering methods
Wavelets In Soft Computing
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Author : Marc Thuillard
language : en
Publisher: World Scientific
Release Date : 2001
Wavelets In Soft Computing written by Marc Thuillard and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2001 with Computers categories.
This book presents the state of integration of wavelet theory and multiresolution analysis into soft computing. It is the first book on hybrid methods combining wavelet analysis with fuzzy logic, neural networks or genetic algorithms. Much attention is given to new approaches (fuzzy-wavelet) that permit one to develop, using wavelet techniques, linguistically interpretable fuzzy systems from data. The book also introduces the reader to wavelet-based genetic algorithms and multiresolution search. A special place is given to methods that have been implemented in real world applications, particularly the different techniques combining fuzzy logic or neural networks with wavelet theory.