Introduction & Review Collection for Analysis of Financial Time Series. Basics, Reviews, Concepts, Methods

      Аннотация: In this book, we have studied the properties of wavelet transform and their uses in the analysis of time series. A large number of researchers are now engaged in applying wavelets to different situations, and all are seem to report favorable results. Current physical applications of wavelets include a wide variety such as climate analysis, financial time series analysis, heart monitoring etc. The chapter-1, Introduction, is purely introductory in nature and is aimed to fulfill the basic needs of introducing the various concepts and foundation needed for the analysis of time series. Chapter-2, Review of Literature, accommodates majority of available past research works directly related with the present work. Chapter-3, Materials and Methods, covers the theory and practices currently being used and also needed for the present study for time series analysis.The chapter-4 comprises of the Results and Discussion of the problems discussed in chapter-3. This book will be useful to the researchers in financial time series analysis field or anyone else who may be considering utilizing wavelet based concepts for the same.

Ключевые слова: Wavelets, Financial Time Series, spectral analysis, BSE & NSE, MODWT.