Title :
The analysis of the performance of the exchange rate of the Australian dollar using waveform dictionaries
Author :
Wong, S. ; Flitman, A.
Author_Institution :
Sch. of Bus. Syst., Monash Univ., Clayton, Vic., Australia
Abstract :
This paper proposes a new method, called waveform dictionaries, to analyze the trend of the exchange rate of the Australian dollar against other currencies. Four different currencies are explored. The wavelet transform extracts the features and displays the results in a time-frequency (scale) map. The results indicate possible insights into market behavior such as the dominant market reaction to news
Keywords :
data analysis; feature extraction; financial data processing; foreign exchange trading; time-frequency analysis; wavelet transforms; Australian dollar; currencies; dominant market reaction; exchange rate; features; market behavior; performance; time-frequency analysis; trend; waveform dictionaries; Australia; Data analysis; Dictionaries; Exchange rates; Fourier transforms; Performance analysis; Sampling methods; Signal analysis; Time frequency analysis; Wavelet transforms;
Conference_Titel :
Signal Processing and Its Applications, 1999. ISSPA '99. Proceedings of the Fifth International Symposium on
Conference_Location :
Brisbane, Qld.
Print_ISBN :
1-86435-451-8
DOI :
10.1109/ISSPA.1999.818146
