• DocumentCode
    1363131
  • Title

    Application of signal processing to the analysis of financial data [In the Spotlight]

  • Author

    Drakakis, Konstantinos

  • Author_Institution
    Sch. of Electr., Electron., & Mech. Eng., Univ. Coll. Dublin (UCD), Dublin, Ireland
  • Volume
    26
  • Issue
    5
  • fYear
    2009
  • fDate
    9/1/2009 12:00:00 AM
  • Firstpage
    160
  • Lastpage
    158
  • Abstract
    This article highlights some of the techniques used to represent and predict the main features of price evolution and to classify stock so as to design diversified investment portfolios.
  • Keywords
    investment; signal processing; stock markets; diversified investment portfolios; financial data; price evolution; signal processing; Data analysis; Economic forecasting; Finance; Financial management; Fluctuations; Manufacturing; Portfolios; Risk analysis; Signal analysis; Signal processing;
  • fLanguage
    English
  • Journal_Title
    Signal Processing Magazine, IEEE
  • Publisher
    ieee
  • ISSN
    1053-5888
  • Type

    jour

  • DOI
    10.1109/MSP.2009.933377
  • Filename
    5230862