DocumentCode
2308813
Title
Stock prices trends analysis using wavelet transform
Author
Langi, Armein Z R ; Pitara, Sw ; Kuspriyanto
Author_Institution
Sch. of Electr. Eng. & Inf., Bandung Inst. of Technol., Bandung, Indonesia
fYear
2012
fDate
26-27 April 2012
Firstpage
1
Lastpage
4
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.
Keywords
pricing; stock control; wavelet transforms; ISX; Indonesia stock exchange; JCI; Jakarta Composite Index; LQ45; approximation signal; decomposed signals; discrete wavelet transforms; stock market index; stock prices trends analysis; Approximation methods; Correlation; Filter banks; Indexes; Multiresolution analysis; Wavelet transforms; LQ45 correlation; Wavelet transform; stock analysis;
fLanguage
English
Publisher
ieee
Conference_Titel
Cloud Computing and Social Networking (ICCCSN), 2012 International Conference on
Conference_Location
Bandung, West Java
Print_ISBN
978-1-4673-1815-0
Type
conf
DOI
10.1109/ICCCSN.2012.6215753
Filename
6215753
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