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
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;
Conference_Titel :
Cloud Computing and Social Networking (ICCCSN), 2012 International Conference on
Conference_Location :
Bandung, West Java
Print_ISBN :
978-1-4673-1815-0
DOI :
10.1109/ICCCSN.2012.6215753
