Detecting the Fluctuations in Large Samples Using Wavelet Transform

S. Al Wadi and Ghassan Obeidat

Modern Applied Science, 2018, vol. 12, issue 12, 245

Abstract: structure break is a famous features in stock market data that gain consideration from many kind of researchers. Generally, it occurs because of unexpected variations in the strategy of the government. Recently, wavelet method (WT) is more popular in the stock market data analysis since it has significant benefits than the other traditional methods. In this research paper, the discrete wavelet transform (DWT) based on Daubechies model will be used to capture the structure break in Amman stocks market /Jordan (ASE) using dataset from 2010 until 2018.

Date: 2018
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