The Fourier-Malliavin Volatility (FMVol) MATLAB® library.
Simona SanfeliciGiacomo ToscanoPublished in: Math. Comput. Simul. (2024)
Keyphrases
- stock market
- fourier transform
- stock price
- image processing
- fourier spectrum
- series expansion
- neural network
- financial markets
- shift invariant
- garch model
- frequency domain
- fourier descriptors
- tomographic image reconstruction
- stock returns
- stock trading
- cross platform
- radon transform
- artificial neural networks
- information systems