Author: Al-Abeid, Wafa Mohamed Mohamed./ Title: Application of Wavelet Regression with Local Linear Quantile Regression in Financial Time Series Forecasting /

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العنوان

Application of Wavelet Regression with Local Linear Quantile Regression in Financial Time Series Forecasting /

الناشر

Wafa Mohamed Mohamed Al-Abeid,

المؤلف

Al-Abeid, Wafa Mohamed Mohamed.

هيئة الاعداد

باحث / Wafa Mohamed Mohamed Al-Abeid

مشرف / Mohammed Abou Elfettouh

مشرف / Ahmed El Hassanin El Sayed

الموضوع

الرياضيات.

تاريخ النشر

2021.

عدد الصفحات

136 p. :

اللغة

الإنجليزية

الدرجة

الدكتوراه

التخصص

الإحصاء والاحتمالات

تاريخ الإجازة

10/2/2021

مكان الإجازة

جامعة دمياط - كلية العلوم - الرياضيات

الفهرس

Only 14 pages are availabe for public view

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157

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Abstract

In this research we displayed a new idea, based on attaching (Wavelet Regression) to (Local Quantile) to improve the functionality of (Wavelet Regression) at borders to form a new quantity that we named (Local Quantile - Wavelet). We evaluated this suggested method using a group of functions or (Simulation Studies), in addition to real data from companies of European stock exchange (Germany DAX (Ibis), and UK FTSE).