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ArticleGeneralized optimal wavelet decomposing algorithm for big financial data

Edward W. Sun2015

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Articlegreen2015

Generalized optimal wavelet decomposing algorithm for big financial data

Edward W. Sun · Yi‐Ting Chen · Min‐Teh Yu

69 citations·0/0 files stored·International Journal of Production Economics

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Stochastic processes and financial applications

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References

2012Business Intelligence and Analytics: From Big Data to Big Impact 2011Big data: The next frontier for innovation, competition, and productivity 2014Challenges of Big Data analysis 1997Fractals and Scaling in Finance 2002An Introduction to Wavelets and Other Filtering Methods in Finance and Economics 2013Research Commentary —Too Big to Fail: Large Samples and the p -Value Problem 2014Data quality for data science, predictive analytics, and big data in supply chain management: An introduction to the problem and suggestions for research and applications 2012Social issues in supply chains: Capabilities link responsibility, risk (opportunity), and performance

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Year2015

Typearticle

Published2015-01-05

VenueInternational Journal of Production Economics

ISSN-L0925-5273

Languageen

Citations69

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.ijpe.2014.12.033

openalex_workW2049488169

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2020

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2017Co-movements of returns in the health care sectors from the US, UK, and Germany stock markets: Evidence from the continuous wavelet analyses

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