Wavelet stock market
Author: WebFire Date of post: 12.06.2017
All the wavelet algorithms that I'm familiar with work on time series a power of two values e. If the wavelet packet transform and the best basis algorithm are used for data compression, there must be a way to recover the original data set from the best basis set. The higer resolution provided by these wavlets is not worth the cost for financial time series, which are characterized by jagged transitions...