You are here:
Research Repository UCD
>
Browsing by Subject

Browsing by Subject "Wavelets (Mathematics)"

Now showing items 1-7 of 7

Downside Risk and the Energy Hedger’s Horizon

Conlon, Thomas ; Cotter, John (University College Dublin Geary Institute, 2012-08)

In this paper, we explore the impact of investor time-horizon on an optimal downside hedged energy portfolio. Previous studies have shown that minimum-variance hedging effectiveness improves for longer horizons using variance ...
An empirical analysis of dynamic multiscale hedging using wavelet decomposition

Conlon, Thomas ; Cotter, John (Wiley-Blackwell, 2011-03-07)

This paper investigates the hedging effectiveness of a dynamic moving window OLS hedging model, formed using wavelet decomposed time-series. The wavelet transform is applied to calculate the appropriate dynamic minimum-variance ...
Examination of a novel wavelet based approach for bender element testing

Bonal, Julien ; Donohue, Shane ; McNally, Ciaran (2008-12)

Accurate determination of shear wave arrival time using bender elements may be severely affected by a combination of near field effects and reflected waves. In most cases, the nearfield effect masks the first arrival and ...
U.S. core inflation : a wavelet analysis

Dowd, Kevin ; Cotter, John (University College Dublin. School of Business. Centre for Financial Markets, 2006-09-10)

This paper proposes the use of wavelet methods to estimate U.S. core inflation. It explains wavelet methods and suggests they are ideally suited to this task. Comparisons are made with traditional CPI-based and regression-based ...
U.S. core inflation : a wavelet analysis

Cotter, John ; Dowd, Kevin ; Loh, Lixia (Cambridge Journals, 2010-06)

This paper proposes the use of wavelet methods to estimate U.S. core inflation. It explains wavelet methods and suggests they are ideally suited to this task. Comparisons are made with traditional CPI-based and regression-based ...
Wavelet analysis of bender element signals

Bonal, Julien ; Donohue, Shane ; McNally, Ciaran (Institution of Civil Engineers/Thomas Telford Publishing, 2012-03-01)

Accurate determination of shear wave arrival time using bender elements may be severely affected by a combination of near field effects and reflected waves. These may mask the first arrival of the shear wave, making its ...
Wavelet domain analysis for identification of vehicle axles from bridge measurements

Chatterjee, Pranesh ; O'Brien, Eugene J. ; Li, Yingyan ; González, Arturo (Elsevier, 2006-11)

Bridge Weigh-In-Motion (B-WIM) is a process by which the axle and gross vehicle weights of vehicles travelling at highway speeds can be determined from instrumented bridges. The traditional method of attaching strain ...