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Wavelet decomposition and autoregressive model for time series prediction
A Wavelet Method Coupled with Quasi-Self-Similar Stochastic Processes for Time Series Approximation
- Mohamed Essaied Hamrita, Nidhal Ben Abdallah, A. B. Mabrouk
- Computer ScienceInt. J. Wavelets Multiresolution Inf. Process.
- 21 November 2011
In the present paper, some existing models are reviewed and modified, based on wavelet theory and self-similarity, to recover multi-scaling cases for approximating financial signals.
A mixed multifractal formalism for finitely many non Gibbs Frostman-like measures
The multifractal formalism for measures hold whenever the existence of corresponding Gibbs-like measures supported on the singularities sets holds. In the present work we tried to relax such a…
Wavelet-based systematic risk estimation: application on GCC stock markets: the Saudi Arabia case
- A. B. Mabrouk
Systematic risk estimation is widely applied by investors and managers in order to predict risks in the market. One of the most applied measures of risk is the so-called Capital Asset Pricing Model,…
Lyapunov type operators for numerical solutions of PDEs
Toward recursive spherical harmonics-issued bi-filters: Part I: theoretical framework
- Malika Jallouli, Makerem Zemni, A. B. Mabrouk, M. Mahjoub
- Computer ScienceSoft Comput.
- 26 October 2018
Using the three-level recurrence relation of these polynomials, spherical harmonics recursive bases are revisited allowing the decompositions of signals in eigenmodes similar to Fourier ones.
Wavelet Analysis on the Sphere: Spheroidal Wavelets
Study of Some Nonlinear Self-Similar Distributions
- A. B. Mabrouk
- MathematicsInt. J. Wavelets Multiresolution Inf. Process.
- 1 November 2007
Wavelets are used to characterize some properties of some self-similar distributions constructed on a nonlinear way and to check the validity of the multifractal formalism in some cases.