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Modeling Capital Market with Financial Signal Processing

Modeling Capital Market with Financial Signal Processing This paper discusses the theoretic framework of modeling captial markets: index-based composition methodology and statisical procedure of ...
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Description: This paper discusses the theoretic framework of modeling captial markets: index-based composition methodology and statisical procedure of model construction and extension: wavelets-based financial signal processing technique. It also discusses the implications and applications, measuring the market uncertainty and volatility highlighting the S&P 500 as an example.
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- Authors: Jenher Jeng
- Date: Sep 2008
- Competency: External Forces & Industry Knowledge>Actuarial methods in business operations
- Topics: Economics>Financial markets; Modeling & Statistical Methods>Stochastic models

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Modeling Capital Market with Financial Signal Processing