Matches in SemOpenAlex for { <https://semopenalex.org/work/W3023948358> ?p ?o ?g. }
Showing items 1 to 67 of
67
with 100 items per page.
- W3023948358 abstract "Cascade processes have been used to model many different self-similar systems, as they are able to accurately describe most of their global statistical properties. The so-called optimal wavelet basis allows to achieve a geometrical representation of the cascade process-named microcanonical cascade- that describes the behavior of local quantities and thus it helps to reveal the underlying dynamics of the system. In this context, we study the benefits of using the optimal wavelet in contrast to other wavelets when used to define cascade variables, and we provide an optimality degree estimator that is appropriate to determine the closest-to-optimal wavelet in real data. Particularizing the analysis to stock market series, we show that they can be represented by microcanonical cascades in both the logarithm of the price and the volatility. Also, as a promising application in forecasting, we derive the distribution of the value of next point of the series conditioned to the knowledge of past points and the cascade structure, i.e., the stochastic kernel of the cascade process." @default.
- W3023948358 created "2020-05-13" @default.
- W3023948358 creator A5023497429 @default.
- W3023948358 creator A5055648393 @default.
- W3023948358 creator A5089769957 @default.
- W3023948358 date "2008-06-19" @default.
- W3023948358 modified "2023-09-27" @default.
- W3023948358 title "Description, modeling and forecasting of data with optimal wavelets" @default.
- W3023948358 hasPublicationYear "2008" @default.
- W3023948358 type Work @default.
- W3023948358 sameAs 3023948358 @default.
- W3023948358 citedByCount "0" @default.
- W3023948358 crossrefType "journal-article" @default.
- W3023948358 hasAuthorship W3023948358A5023497429 @default.
- W3023948358 hasAuthorship W3023948358A5055648393 @default.
- W3023948358 hasAuthorship W3023948358A5089769957 @default.
- W3023948358 hasConcept C105795698 @default.
- W3023948358 hasConcept C126255220 @default.
- W3023948358 hasConcept C149782125 @default.
- W3023948358 hasConcept C154945302 @default.
- W3023948358 hasConcept C185429906 @default.
- W3023948358 hasConcept C185592680 @default.
- W3023948358 hasConcept C33923547 @default.
- W3023948358 hasConcept C34146451 @default.
- W3023948358 hasConcept C41008148 @default.
- W3023948358 hasConcept C43617362 @default.
- W3023948358 hasConcept C47432892 @default.
- W3023948358 hasConcept C88871306 @default.
- W3023948358 hasConceptScore W3023948358C105795698 @default.
- W3023948358 hasConceptScore W3023948358C126255220 @default.
- W3023948358 hasConceptScore W3023948358C149782125 @default.
- W3023948358 hasConceptScore W3023948358C154945302 @default.
- W3023948358 hasConceptScore W3023948358C185429906 @default.
- W3023948358 hasConceptScore W3023948358C185592680 @default.
- W3023948358 hasConceptScore W3023948358C33923547 @default.
- W3023948358 hasConceptScore W3023948358C34146451 @default.
- W3023948358 hasConceptScore W3023948358C41008148 @default.
- W3023948358 hasConceptScore W3023948358C43617362 @default.
- W3023948358 hasConceptScore W3023948358C47432892 @default.
- W3023948358 hasConceptScore W3023948358C88871306 @default.
- W3023948358 hasLocation W30239483581 @default.
- W3023948358 hasOpenAccess W3023948358 @default.
- W3023948358 hasPrimaryLocation W30239483581 @default.
- W3023948358 hasRelatedWork W1492915542 @default.
- W3023948358 hasRelatedWork W1613161946 @default.
- W3023948358 hasRelatedWork W1774883591 @default.
- W3023948358 hasRelatedWork W182028367 @default.
- W3023948358 hasRelatedWork W204557629 @default.
- W3023948358 hasRelatedWork W2051883862 @default.
- W3023948358 hasRelatedWork W2085099094 @default.
- W3023948358 hasRelatedWork W2123041268 @default.
- W3023948358 hasRelatedWork W2138329447 @default.
- W3023948358 hasRelatedWork W2151480398 @default.
- W3023948358 hasRelatedWork W2189245005 @default.
- W3023948358 hasRelatedWork W2299480022 @default.
- W3023948358 hasRelatedWork W2510082327 @default.
- W3023948358 hasRelatedWork W2555090981 @default.
- W3023948358 hasRelatedWork W2757413660 @default.
- W3023948358 hasRelatedWork W2758479489 @default.
- W3023948358 hasRelatedWork W2905474694 @default.
- W3023948358 hasRelatedWork W2951177696 @default.
- W3023948358 hasRelatedWork W3120252548 @default.
- W3023948358 hasRelatedWork W3182869489 @default.
- W3023948358 isParatext "false" @default.
- W3023948358 isRetracted "false" @default.
- W3023948358 magId "3023948358" @default.
- W3023948358 workType "article" @default.