The Application of wavelets method on Securities Analysis
Jinghong Zhou · Journal of Northeast Dianli University · 2006
It is very important to process data of stock market prices in the research of stock market.We frequently adopt contemporary analytic approach include random process and statistics,etc.for analytical prediction in stock-market,but the analysis of non stationary random data is restricted.This paper introduces a method of wavelets and we can apply the method to analyse non stationary random data through separating trend term,cycle term and stochastic term from original time series.It lays the important foundations of forecasting.