• DocumentCode
    2327012
  • Title

    Multiple-Time-Scale Analysis on the Money Supply with Wavelet Transformation

  • Author

    Lei Hong

  • Author_Institution
    Sch. of Bus. Adm., Jimei Univ., Xiamen, China
  • fYear
    2009
  • fDate
    23-24 May 2009
  • Firstpage
    1
  • Lastpage
    5
  • Abstract
    In this paper we applied the method of multiple-time-scale analysis of wavelet transform to process financial time series data, and explored evolutionary law and development trend of money supply at different time-scale in financial institutions. We obtained the evolutionary cycles of money supply at varying time-scale.
  • Keywords
    financial management; time series; wavelet transforms; development trend; evolutionary cycles; evolutionary law; financial institution; financial time series data; money supply; multiple-time-scale analysis; wavelet transformation; Continuous wavelet transforms; Frequency; Genetic mutations; Surface waves; Time domain analysis; Time series analysis; Wavelet analysis; Wavelet coefficients; Wavelet domain; Wavelet transforms;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    E-Business and Information System Security, 2009. EBISS '09. International Conference on
  • Conference_Location
    Wuhan
  • Print_ISBN
    978-1-4244-2909-7
  • Electronic_ISBN
    978-1-4244-2910-3
  • Type

    conf

  • DOI
    10.1109/EBISS.2009.5138012
  • Filename
    5138012