Modelling of the Tendencies of the World Stock Market with the Help of Wavelet Analysis Methods Моделирование тенденций мирового фондового рынка с помощью методов вейвлет-анализа

The article models the tendencies of the world stock market with the use of wavelet analysis methods and forecasts the dynamics of the English and Japanese stock markets indicators. It proves that the methods of wavelet resolution of signal are effective instruments of modeling and forecasting of th...

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Bibliographic Details
Main Authors: Strizhichenko Konstantin Anatolievich, Dmitrusenko Konstantin O.
Format: Article
Language:English
Published: Research Centre of Industrial Problems of Development of NAS of Ukraine 2012-06-01
Series:Bìznes Inform
Subjects:
Online Access:http://www.business-inform.net/pdf/2012/6_0/78_81.pdf