Samuel Pearlman

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  • Paul Stephan Mashikian, Gilbert Strang, Robert Gallagher, Al Oppenheim, David Brandenburger, Andy Scott +2 others
  • 2008
Multiresolution stochastic models on dyadic trees are presented and used to model financial time series. The wavelet transform, the basis for decomposing signals along both scale and time, is investigated and employed in the study of stock market data. The statistics of the wavelet coefficients of stock and foreign exchange returns are used to guide the(More)
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