DocumentCode
350706
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
Volume
1
fYear
1999
fDate
1999
Firstpage
195
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;
fLanguage
English
Publisher
ieee
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
Type
conf
DOI
10.1109/ISSPA.1999.818146
Filename
818146
Link To Document