Application of wavelet method in stock exchange problem

S. A A Karim, B. A. Karim, M. T. Ismail, Mohammad Khatim Hasan, J. Sulaiman

Research output: Contribution to journalArticle

9 Citations (Scopus)

Abstract

The development of wavelet theory in recent years has motivated the emergence of applications such as in signal processing, image and function representation, finance, economics, numerical method etc. One of the dvantages wavelet as compared with Fourier is, it has fast algorithm to evaluate the series expansion. In the present study, we will discuss the applications of fast wavelet algorithm namely Discrete Wavelet Transform (DWT) in finance such as denoising the time series by using wavelet thresholding. Some numerical results by using real data will be presented.

Original languageEnglish
Pages (from-to)1331-1335
Number of pages5
JournalJournal of Applied Sciences
Volume11
Issue number7
DOIs
Publication statusPublished - 2011

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Finance
Discrete wavelet transforms
Time series
Numerical methods
Signal processing
Economics

Keywords

  • Discrete wavelet transform
  • Kuala lumpur composite index (KLCI)
  • Stock exchange

ASJC Scopus subject areas

  • General

Cite this

Application of wavelet method in stock exchange problem. / Karim, S. A A; Karim, B. A.; Ismail, M. T.; Hasan, Mohammad Khatim; Sulaiman, J.

In: Journal of Applied Sciences, Vol. 11, No. 7, 2011, p. 1331-1335.

Research output: Contribution to journalArticle

Karim, SAA, Karim, BA, Ismail, MT, Hasan, MK & Sulaiman, J 2011, 'Application of wavelet method in stock exchange problem', Journal of Applied Sciences, vol. 11, no. 7, pp. 1331-1335. https://doi.org/10.3923/jas.2011.1331.1335
Karim, S. A A ; Karim, B. A. ; Ismail, M. T. ; Hasan, Mohammad Khatim ; Sulaiman, J. / Application of wavelet method in stock exchange problem. In: Journal of Applied Sciences. 2011 ; Vol. 11, No. 7. pp. 1331-1335.
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