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BUSINESS INFORM №6-2012

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21

Section: Economic and Mathematical Modeling
UDC 681.301(082)
Stryzhychenko K. A., Dmitrusenko K. O.
Modelling of the Tendencies of the World Stock Market with the Help of Wavelet Analysis Methods (p. 78 - 81)

The article models the tendencies of the world stock market with the use of wavelet analysis methods and forecasts the dynamics of the English and Japanese stock markets indicators. It proves that the methods of wavelet resolution of signal are effective instruments of modeling and forecasting of the world stock market development tendencies.
Keywords: world stock market, wavelet analysis, wavelet resolution, forecasting
Fig.: 2. Tabl.: 1. Formulae: 4. Bibl.: 17.

Stryzhychenko Kostyantyn A. – Doctor of Sciences (Economics), Associate Professor, Professor, Department of Statistics and Economic Forecasting, Simon Kuznets Kharkiv National University of Economics (9a Nauky Ave., Kharkiv, 61166, Ukraine)
Email: [email protected]
Dmitrusenko Konstantin O. – Postgraduate Student, Simon Kuznets Kharkiv National University of Economics (9a Nauky Ave., Kharkiv, 61166, Ukraine)

Article is written in Russian
Downloads/views: 549

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Reference to this article:
Stryzhychenko, Kostyantyn A., and Dmitrusenko, Konstantin O. (2012) “Modelling of the Tendencies of the World Stock Market with the Help of Wavelet Analysis Methods.” Business Inform 6:78–81.


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