Financial Time Series Analysis using Wavelets

1. QX Data Science Event | 10.05.2019 | QX Manor in Frankfurt am Main

Description:

Presentation by Markus Vogl at the 1. QX Data Science Event about Financial Time Series Analysis using Wavelets.
Contains Explanations of Financial Time Series Properties (e.g. Markov, Martingale, Stationarity & Gaussianity versus Fractality & Momentum), Signal Theory (e.g. Fourier Analysis, Short Time Fourier Analysis & Continuous as well as Discrete Wavelet Transformations).
Concludes with outlook into research on Wavelet Neural Networks, Fractals & Chaos Theory.

Partners, Event-Team & Presentor:

University of Applied Sciences Aschaffenburg: https://www.th-ab.de/controlling

Mandelbrot Asset Management GmbH: http://mandelbrot.de/

QX: http://www.quarterly-crossing.de/

Markus Vogl {Business & Data Science} : https://www.vogl-datascience.de
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