Dollar and the stock market: An approach using Haar wavelet
Nenhuma Miniatura disponível
Citações na Scopus
0
Tipo de produção
Artigo de evento
Data
2012
Autores
BELARDI, A. A.
Renato Aguiar
Renato Aguiar
Orientador
Periódico
AIP Conference Proceedings
Título da Revista
ISSN da Revista
Título de Volume
Citação
BELARDI, A. A.; AGUIAR, R. A. Dollar and the stock market: An approach using Haar wavelet. AIP Conference Proceedings, v. 1470, p. 218-221, 2012.
Texto completo (DOI)
Palavras-chave
Resumo
This paper presents a methodology to detect significant changes in the price of U.S. dollar in regarding to the stock exchange using the Haar wavelet as well as statistical analyzes of several parameters. The data used arise of information provided by the stock market, both for the U.S. dollar and for the stock market. The results show that the applied methodology through Haar wavelet, are able to inform in advance the trend of the stock market through a single variable, the U.S. dollar. © 2012 American Institute of Physics.