Using wavelets in the measurement of multiscale dependence between Saudi and selected foreign stock markets.
Foued SaâdaouiPublished in: Int. Trans. Oper. Res. (2023)
Keyphrases
- stock market
- multiscale
- wavelet transform
- short term
- image processing
- image representation
- stock returns
- stock price
- stock exchange
- directional filter banks
- financial data
- financial time series
- scale space
- long term
- image segmentation
- stock data
- monetary policy
- trading rules
- wavelet domain
- financial news
- foreign exchange
- garch model
- financial markets
- stock trading
- image registration
- multiresolution
- portfolio optimization
- feature selection