Název:
Wavelet Coefficients Energy Redistribution and Heisenberg Principle of Uncertainty
Autoři:
Vošvrda, Miloslav ; Schurrer, J. Typ dokumentu: Příspěvky z konference Konference/Akce: Mathematical Methods in Economics 2015 /33./, Cheb (CZ), 2015-09-09 / 2015-09-11
Rok:
2015
Jazyk:
eng
Abstrakt: First part of the paper summarizes Heisenberg Principle of Uncertainty, Wavelet transformation and signal energy. Second part presents Wavelet analysis of Apple Inc. stock daily closing price, showing energy redistribution depending on the Wavelet decomposition level based on the Wavelet choosen for the decomposition and the level of decomposition.
Klíčová slova:
Heisenberg Principle of Uncertainty; signal energy; signal entropy; Wavelet Transformation Číslo projektu: GBP402/12/G097 (CEP) Poskytovatel projektu: GA ČR Zdrojový dokument: Procedings of the 33rd International Conference Mathematical Methods in Economics MME 2015, ISBN 978-80-261-0539-8