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    • Dynamic Multivariate Wavelet Signal Extraction and Forecasting with Applications to Finance 

      Raath, Kim C (2020-04-16)
      Over the past few years, we have seen an increased need for analyzing the dynamically changing behaviors of economic and financial time series. These needs have led to significant demand for methods that denoise non-stationary time series across time and for specific investment horizons (scales) and localized windows (blocks) of time. This thesis ...