Multiresolution analysis of S&P500 time series - Kılıç, Deniz Kenan; Uğur, Ömür (Annals of operations research, 2018)
Keywords: Business and Management; Combinatorics; Forecasting; Frequency domain analysis; Mathematical models; Modelling; Multiresolution analysis; Operations research; Operations Research/Decision Theory; Periodic variations; S.I.: Advances of OR in Commodities and Financial Modelling; Statistical analysis; Statistics; Stock exchanges; Stock markets; Studies; Theory of Computation; Time series; Time series analysis; Transformations (mathematics); Wavelet analysis; Wavelet transforms; Wavelets; Statistical analysis; Time series analysis; Frequency domain analysis; Multiresolution analysis