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Applying cyclic decomposition method for searching latent periodicity in the financial time series

Published in № 3(33) 17 june 2011 year
Rubric: Financial market analysis
Authors: Rudenko V. M., Korotkov E.
Periodicity, information decomposition, cyclic decomposition, fourier transform, the financial time series.

The author:

Rudenko V. M.

Degree:

Ph. D. (Math.), Associate Professor, National Research Nuclear University MEPhI

Location:

Moscow

The author:

Korotkov E.

Degree:

Doctor of Biology, Professor, Head of lab, Center of Bioengineering of Russian Academy of Sciences

Location:

Moscow