شماره ركورد كنفرانس
4079
عنوان مقاله
A new stock price model via smooth wavelets
پديدآورندگان
Abootorabi Z H z_habotorabi@pnu.ac.ir Yazd University , Samavati F F samavati@cpsc.ucalgary.ca Calgary University , Maalek Ghaini F M maalek@yazd.ac.ir Yazd University
تعداد صفحه
1
كليدواژه
Time series , multiresolution , wavelet transform , Black , Scholes model , B , spline wavelets
سال انتشار
1395
عنوان كنفرانس
چهل و هفتمين كنفرانس رياضي ايران
زبان مدرك
انگليسي
چكيده فارسي
In this work, we prepare a smooth model for stock price. This model is based on wavelet transform. The new model
is applied to estimate future of stock price. This estimation is compared with another estimation, which is obtained by a stochastic model. In this paper it is shown that the new model is faster and more accurate than Black-Scholes model for the prediction
of future of stock price process.
كشور
ايران
لينک به اين مدرک