Analysis and short-time extrapolation of stock market indexes through projection onto discrete wavelet subspaces
type: Item
instance of: scholarly article
title: Analysis and short-time extrapolation of stock market indexes through projection onto discrete wavelet subspaces
zbMATH Open document ID: 1195.91168
author: Laurent Gosse
published in: Nonlinear Analysis. Real World Applications
publication date: 2010-07-20T00:00:00Z
Mathematics Subject Classification ID: 91G30
Mathematics Subject Classification ID: 94A12
Mathematics Subject Classification ID: 91G70
zbMATH DE Number: 5757816
zbMATH Keywords: multi-resolution analysis
zbMATH Keywords: wavelet decomposition
zbMATH Keywords: scale-limited extrapolation
zbMATH Keywords: empirical finance
describes a project that uses: wmtsa
MaRDI profile type: Publication
full work available at URL: j.nonrwa.2009.11.009
OpenAlex ID: W2066227111
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DOI: 10.1016/J.NONRWA.2009.11.009
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description: scientific article; zbMATH DE number 5757816