Causal Wavelet Filters

Don K. Mak
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Don K. Mak: Federal Government Research Laboratories, Canada

Chapter 5 in Mathematical Techniques in Financial Market Trading, 2006, pp 44-65 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:Mexican Hat WaveletDilated Mexican Hat WaveletCausal Mexican Hat WaveletDiscrete Fourier TransformCalculation of Zero Phase FrequenciesExamples of Filtered SignalsSignal with Frequency π/4Signal with Frequency π/32Signal with Frequencies π/4 and π/32High, Middle and Low Mexican Hat Wavelet FiltersLimitations of Mexican Hat Wavelet Filters

Keywords: Spectrum Analysis; Money Management Techniques; Trading Methodologies; Econophysics; Mathematical Modeling (search for similar items in EconPapers)
Date: 2006
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