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
fDate :
9/1/2009 12:00:00 AM
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;
Journal_Title :
Signal Processing Magazine, IEEE
DOI :
10.1109/MSP.2009.933377
