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
Link To Document