Computational Aspects of 'North-East Volatility Wind Effect'

Журнал научных публикаций аспирантов и докторантов 2014
Andrejs Pučkovs

This article describes computational aspects of stock index analysis by using wavelet filtering. Such computations are costly from chip-cutting time perspective. Algorithms used for analysis are very important part of research, that's why computational part is described in current paper. Current paper contains also a representation of 'North-East Volatility Wind Effect' in a complex plain, which has not been done before.

Atslēgas vārdi
Computations, Wavelet Transform, Volatility evolution
Hipersaite
http://jurnal.org/articles/2014/inf14.html

Pučkovs, A. Computational Aspects of 'North-East Volatility Wind Effect'. Журнал научных публикаций аспирантов и докторантов, 2014, No.5, 261.-274.lpp. ISSN 1991-3087.

Publikācijas valoda
English (en)