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About: Wavelet Analysis of Crude Oil Futures

Collection type: Technical report

Report by: Ian Akash Morrison. E-mail the author

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Name: Wavelet Analysis of Crude Oil Futures
ID: col11397
Language: English (en)
Summary: An exploratory project investigating "financial engineering" from the perspective of electrical engineers. This approach focuses on signal-processing methods applied to time series analysis of crude oil futures (daily closing prices from 1986 to 2011).
Collection Subtype: Technical report
Subject: Business, Science and Technology, Social Sciences
Keywords: Commodities, Commodity, Commodity Future, Commodity Futures, Computational Finance, Crude, Crude Oil, Crude Oil Futures, Finance, Financial, Financial Engineering, Futures, Oil, Wavelet, Wavelet Analysis, Wavelets
License: Creative Commons Attribution License CC-BY 3.0

Authors: Ian Akash Morrison (
Copyright Holders: Ian Akash Morrison (
Maintainers: Ian Akash Morrison (

Latest version: 1.1 (history)
First publication date: Dec 18, 2011 10:47 pm US/Central
Last revision to collection: Dec 19, 2011 11:00 pm US/Central


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Version History

Version: 1.1 Dec 19, 2011 11:00 pm US/Central by Ian Akash Morrison
Added new modules

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American Chemical Society (ACS) Style Guide:

Morrison, I. Wavelet Analysis of Crude Oil Futures, OpenStax-CNX Web site., Dec 19, 2011.

American Medical Assocation (AMA) Manual of Style:

Morrison I. Wavelet Analysis of Crude Oil Futures [OpenStax-CNX Web site]. December 19, 2011. Available at:

American Psychological Assocation (APA) Publication Manual:

Morrison, I. (2011, December 19). Wavelet Analysis of Crude Oil Futures. Retrieved from the OpenStax-CNX Web site:

Chicago Manual of Style (Bibliography):

Morrison, Ian Akash. "Wavelet Analysis of Crude Oil Futures." OpenStax-CNX. December 19, 2011.

Chicago Manual of Style (Note):

Ian Akash Morrison, "Wavelet Analysis of Crude Oil Futures," OpenStax-CNX, December 19, 2011,

Chicago Manual of Style (Reference, in Author-Date style):

Morrison, I. 2011. Wavelet Analysis of Crude Oil Futures. OpenStax-CNX, December 19, 2011.

Modern Languages Association (MLA) Style Manual:

Morrison, Ian Akash. Wavelet Analysis of Crude Oil Futures. OpenStax-CNX. 19 Dec. 2011 <>.