A method for detection of abrupt changes in the financial market combining wavelet decomposition and correlation graphs

Physica A: Statistical Mechanics and its Applications

Volumn 391, Issue 20, 2012, Pages 4877-4882

  Caetano, Marco Antonio Leonel ^a   Yoneyama, Takashi ^b  

^a INSPER INSTITUTE OF EDUCATION AND RESEARCH   (Brazil)

^b INSTITUTO TECNOLÓGICO DE AERONÁUTICA   (Brazil)

Author keywords

Graph theory; Modeling; Network; Stock market; Wavelet decomposition

Indexed keywords

COMMERCE; FINANCIAL DATA PROCESSING; FINANCIAL MARKETS; GRAPH THEORY; MODELS; NETWORKS (CIRCUITS); TIME SERIES;

CORRELATION GRAPHS; DECOMPOSITION TECHNIQUE; FINANCIAL TIME SERIES; NETWORK REPRESENTATION; SINGLE TIME SERIES; STOCK MARKET INDEX;

WAVELET DECOMPOSITION;

EID: 84863425251     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2012.05.048     Document Type: Article

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