Modelling Profitabilities of Stock Indices Using Methods of Wavelet Analysis
Journal Title: Бізнес Інформ - Year 2013, Vol 7, Issue 0
Abstract
The article considers specific features of European stock indices and conducts their comparative analysis. The goal of the study lies in localisation and description of crisis effects by time and scale in the dynamics of indices with the help of the wavelet transformation. This approach allows revelation of clusters of stock indices and study of their common and individual specific features. Combination of the wavelet-transformation, neural networks and SSA methods is used for forecasting dynamics of indices.
Authors and Affiliations
Tatiana Kravets
Keywords
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