Waveform dictionaries as applied to the Australian exchange rate
This paper proposes a new method, called waveform dictionaries, to analyze the trend of the exchange rate of the Australian dollar against other currencies. Four different currencies are explored. They are the U.S. dollar, the Japanese yen, the British pound and the euro. The exchange rates can be c...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Sunway University College
2006
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| Subjects: | |
| Online Access: | http://eprints.sunway.edu.my/36/ http://eprints.sunway.edu.my/36/1/shirley3.pdf |
| _version_ | 1848801727225004032 |
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| author | Wong, Shirley Anderson, Ray |
| author_facet | Wong, Shirley Anderson, Ray |
| author_sort | Wong, Shirley |
| building | SU Institutional Repository |
| collection | Online Access |
| description | This paper proposes a new method, called waveform dictionaries, to analyze the trend of the exchange rate of the Australian dollar against other currencies. Four different currencies are explored. They are the U.S. dollar, the Japanese yen, the British pound and the euro. The exchange rates can be classified as non-stationary signals. The waveform dictionaries can reduce the complexity of these signals to produce some informative correlation features. These features are sparse in the time-frequency domain and thus can efficiently represent the characteristics of the signal. These features are then displayed in time-frequency (scale) maps. These maps provide possible insights into market behavior such as the dominant market reaction to news. |
| first_indexed | 2025-11-14T21:12:03Z |
| format | Article |
| id | sunway-36 |
| institution | Sunway University |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-14T21:12:03Z |
| publishDate | 2006 |
| publisher | Sunway University College |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | sunway-362012-10-15T06:42:57Z http://eprints.sunway.edu.my/36/ Waveform dictionaries as applied to the Australian exchange rate Wong, Shirley Anderson, Ray HG Finance This paper proposes a new method, called waveform dictionaries, to analyze the trend of the exchange rate of the Australian dollar against other currencies. Four different currencies are explored. They are the U.S. dollar, the Japanese yen, the British pound and the euro. The exchange rates can be classified as non-stationary signals. The waveform dictionaries can reduce the complexity of these signals to produce some informative correlation features. These features are sparse in the time-frequency domain and thus can efficiently represent the characteristics of the signal. These features are then displayed in time-frequency (scale) maps. These maps provide possible insights into market behavior such as the dominant market reaction to news. Sunway University College 2006 Article PeerReviewed text en http://eprints.sunway.edu.my/36/1/shirley3.pdf Wong, Shirley and Anderson, Ray (2006) Waveform dictionaries as applied to the Australian exchange rate. Sunway Academic Journal, 3. pp. 87-98. |
| spellingShingle | HG Finance Wong, Shirley Anderson, Ray Waveform dictionaries as applied to the Australian exchange rate |
| title | Waveform dictionaries as applied to the Australian exchange rate |
| title_full | Waveform dictionaries as applied to the Australian exchange rate |
| title_fullStr | Waveform dictionaries as applied to the Australian exchange rate |
| title_full_unstemmed | Waveform dictionaries as applied to the Australian exchange rate |
| title_short | Waveform dictionaries as applied to the Australian exchange rate |
| title_sort | waveform dictionaries as applied to the australian exchange rate |
| topic | HG Finance |
| url | http://eprints.sunway.edu.my/36/ http://eprints.sunway.edu.my/36/1/shirley3.pdf |