Stock prices trends analysis using wavelet transform

Authors :: Armein Z. R. Langi
SW Pitara
Kuspriyanto
Source :: 2012 International Conference on Cloud Computing and Social Networking (ICCCSN).
Publication Year :: 2012
Publisher :: IEEE, 2012.
Abstract: LQ45 is a stock market index for Indonesia Stock Exchange (ISX) consists of 45 companies that fulfill certain criteria to aim investor choosing some stocks. However, whether these stocks have tended to rise in price within a specified period. In this paper we analyze some stocks in LQ45 by discrete wavelet transforms. We decomposed signals from closed prices by discrete wavelet transform. Approximation signal from individual stock compared to approximation signal from JCI (Jakarta Composite Index) to justify that it have same trend.

Subjects :: Discrete wavelet transform
Stock exchange
Computer science
Econometrics
Wavelet transform
Stock market index
Stock (geology)

Database :: OpenAIRE
Journal :: 2012 International Conference on Cloud Computing and Social Networking (ICCCSN)
Accession number :: edsair.doi...........6117565fe1d348037dd6feb180df9f84
Full Text :: https://doi.org/10.1109/icccsn.2012.6215753