Research &
Publications
Driven by our academic spirit, we strive for maximum transparency about our technology and the added-value we can generate for our clients. Therefore, we regularly publish relevant use cases and background information on our projects. You may find useful insights in the context of applied risk and portfolio management and latest research.
Wavelet Analysis on Stochastic Time Series
Wavelet analysis is a method to decompose a time series into time-frequency space. This view offers interesting insights into the dominant modes of a time series and how those modes vary over time.
The aim of this paper is to give an introduction into the field of wavelets by using a rather visual approach.
