scholarly journals Does Heterogeneity in COVID-19 News Affect Asset Market? Monte-Carlo Simulation Based Wavelet Transform

2021 ◽  
Vol 14 (10) ◽  
pp. 463
Author(s):  
Asima Siddique ◽  
Ghulam Mujtaba Kayani ◽  
Saira Ashfaq
Keyword(s):  
Wavelet Transform ◽  
Continuous Wavelet Transform ◽  
The United States ◽  
Equity Market ◽  
Policy Implications ◽  
Continuous Wavelet ◽  
Market Prices ◽  
Jones Index ◽  
International Investors ◽  
Wavelet Coherency

The current study investigates the connectedness between US COVID-19 news, Dowes Jones Index (DJI), green bonds, gold, and bitcoin prices for the period 22 January 2020–3 August 2021. The study has employed wavelet coherency, the continuous wavelet transform, and the wavelet-based Granger causality methods to obtain the dependence result. The continuous wavelet transform (CWT) analysis reveals that the United States equity market prices are extremely sensitive with regard to spreading coronavirus (USCOVID-19) news and changes in the oil price. Green bonds, gold, and bitcoin have minimal connectedness with the equity market, which might lead to the hedge and safe haven role of these assets during the COVID-19 crisis period. Lastly, very strong comovement was found between bitcoin and gold during the entire sample. The results of the present study offer a number of fresh and noticeable policy implications for international investors and asset managers.

The continuous wavelet transform with rotations

2005 ◽  
Vol 4 (1) ◽  
pp. 45-55
Author(s):  
Jaime Navarro ◽  
Miguel Angel Alvarez
Keyword(s):  
Wavelet Transform ◽  
Continuous Wavelet Transform ◽  
Continuous Wavelet

scholarly journals Continuous Wavelet Transform of Schwartz Distributions in DL2′(Rn), n ≥ 1

Symmetry ◽  
2021 ◽  
Vol 13 (7) ◽  
pp. 1106
Author(s):  
Jagdish N. Pandey
Keyword(s):  
Wavelet Transform ◽  
Function Space ◽  
Continuous Wavelet Transform ◽  
Inversion Formula ◽  
Continuous Wavelet ◽  
The Real ◽  
Schwartz Distributions ◽  
Distributional Sense ◽  
Wavelet Inversion

We define a testing function space DL2(Rn) consisting of a class of C∞ functions defined on Rn, n≥1 whose every derivtive is L2(Rn) integrable and equip it with a topology generated by a separating collection of seminorms {γk}|k|=0∞ on DL2(Rn), where |k|=0,1,2,… and γk(ϕ)=∥ϕ(k)∥2,ϕ∈DL2(Rn). We then extend the continuous wavelet transform to distributions in DL2′(Rn), n≥1 and derive the corresponding wavelet inversion formula interpreting convergence in the weak distributional sense. The kernel of our wavelet transform is defined by an element ψ(x) of DL2(Rn)∩DL1(Rn), n≥1 which, when integrated along each of the real axes X1,X2,…Xn vanishes, but none of its moments ∫Rnxmψ(x)dx is zero; here xm=x1m1x2m2⋯xnmn, dx=dx1dx2⋯dxn and m=(m1,m2,…mn) and each of m1,m2,…mn is ≥1. The set of such wavelets will be denoted by DM(Rn).

scholarly journals Automatic ECG Classification Using Continuous Wavelet Transform and Convolutional Neural Network

Entropy ◽  
2021 ◽  
Vol 23 (1) ◽  
pp. 119
Author(s):  
Tao Wang ◽  
Changhua Lu ◽  
Yining Sun ◽  
Mei Yang ◽  
Chun Liu ◽  
...  
Keyword(s):  
Neural Network ◽  
Wavelet Transform ◽  
Convolutional Neural Network ◽  
Continuous Wavelet Transform ◽  
Continuous Wavelet ◽  
Time Frequency ◽  
Ecg Signals ◽  
Rr Interval ◽  
Frequency Components ◽  
Fully Connected

Early detection of arrhythmia and effective treatment can prevent deaths caused by cardiovascular disease (CVD). In clinical practice, the diagnosis is made by checking the electrocardiogram (ECG) beat-by-beat, but this is usually time-consuming and laborious. In the paper, we propose an automatic ECG classification method based on Continuous Wavelet Transform (CWT) and Convolutional Neural Network (CNN). CWT is used to decompose ECG signals to obtain different time-frequency components, and CNN is used to extract features from the 2D-scalogram composed of the above time-frequency components. Considering the surrounding R peak interval (also called RR interval) is also useful for the diagnosis of arrhythmia, four RR interval features are extracted and combined with the CNN features to input into a fully connected layer for ECG classification. By testing in the MIT-BIH arrhythmia database, our method achieves an overall performance of 70.75%, 67.47%, 68.76%, and 98.74% for positive predictive value, sensitivity, F1-score, and accuracy, respectively. Compared with existing methods, the overall F1-score of our method is increased by 4.75~16.85%. Because our method is simple and highly accurate, it can potentially be used as a clinical auxiliary diagnostic tool.

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