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Wavelet transform in stock prices forecasting and related financial data

Harun, Hanani Farhah and Abdullah, Mimi Hafizah (2023) Wavelet transform in stock prices forecasting and related financial data. In: 1ST INTERNATIONAL POSTGRADUATE CONFERENCE ON OCEAN ENGINEERING TECHNOLOGY AND INFORMATICS 2021 (IPCOETI 2021), 21 June 2021, Kuala Trengganu.

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The aim of this systematic review is to give attention towards the use of wavelet transform in denoising financial time series. This is important to deliver an accurate option pricing for the use of investors or other market practitioners. In this paper, there are many areas of application where researchers employ wavelet transform in time series analysis. Different wavelet transforms with various methodologies have been recorded; either based on the stand-alone wavelet transform function or its integration with other models. The lack of use of wavelet transform in option-implied information in facilitating market practitioners in improving the option valuation accuracy has been identified to be one of promising avenue to be explored, based on the reviews.

Item Type: Proceeding Paper (Slide Presentation)
Uncontrolled Keywords: wavelet transform, stock prices, financial data
Subjects: Q Science > QA Mathematics > QA276 Mathematical Statistics
Kulliyyahs/Centres/Divisions/Institutes (Can select more than one option. Press CONTROL button): Kulliyyah of Science > Department of Computational and Theoretical Sciences
Kulliyyah of Science
Depositing User: Ms Mimi Hafizah Abdullah
Date Deposited: 28 Nov 2023 16:10
Last Modified: 28 Nov 2023 16:10
URI: http://irep.iium.edu.my/id/eprint/108403

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