Monografie i podręczniki

Monografie i podręczniki

 Monografie i podręczniki

Joanna Bruzda,
Wavelet analysis in economic applications
Wydawnictwo Naukowe Uniwersytetu Mikołaja Kopernika, Toruń 2013

The book Wavelet analysis in economic applications summarises a five-year research project financed by the Polish Ministry of Science and Higher Education under the grant no. N N111 285135, entitled Wavelet decompositions in economic applications: exploratory analysis, business cycle synchronisation and forecasting. It can serve as a concise and accessible guide to different types of wavelet transformations: the continuous wavelet transform, the decimated and non-decimated discrete wavelet transform as well as the wavelet packet transform. It also covers many original applications of mainly the discrete wavelet methodology like portfolio optimisation, examining comovements and lead-lag relations, transfer function modelling, estimation of stochastic signals and forecasting, offering both a new perspective as well as practical solutions for certain statistical modelling problems in finance, economics and marketing.