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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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Metadata

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 (ian.a.morrison@rice.edu)
Copyright Holders: Ian Akash Morrison (ian.a.morrison@rice.edu)
Maintainers: Ian Akash Morrison (ian.a.morrison@rice.edu)

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
Changes:
Added new modules

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  • the authors' names: Ian Akash Morrison
  • the title of the work: Wavelet Analysis of Crude Oil Futures
  • the OpenStax-CNX URL where the work can be found: http://cnx.org/content/col11397/1.1/

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How to Cite and Attribute This Content

The following citation styles comply with the attribution requirements for the license (CC-BY 3.0) of this work:

American Chemical Society (ACS) Style Guide:

Morrison, I. Wavelet Analysis of Crude Oil Futures, OpenStax-CNX Web site. http://cnx.org/content/col11397/1.1/, 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: http://cnx.org/content/col11397/1.1/.

American Psychological Assocation (APA) Publication Manual:

Morrison, I. (2011, December 19). Wavelet Analysis of Crude Oil Futures. Retrieved from the OpenStax-CNX Web site: http://cnx.org/content/col11397/1.1/

Chicago Manual of Style (Bibliography):

Morrison, Ian Akash. "Wavelet Analysis of Crude Oil Futures." OpenStax-CNX. December 19, 2011. http://cnx.org/content/col11397/1.1/.

Chicago Manual of Style (Note):

Ian Akash Morrison, "Wavelet Analysis of Crude Oil Futures," OpenStax-CNX, December 19, 2011, http://cnx.org/content/col11397/1.1/.

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

Morrison, I. 2011. Wavelet Analysis of Crude Oil Futures. OpenStax-CNX, December 19, 2011. http://cnx.org/content/col11397/1.1/.

Modern Languages Association (MLA) Style Manual:

Morrison, Ian Akash. Wavelet Analysis of Crude Oil Futures. OpenStax-CNX. 19 Dec. 2011 <http://cnx.org/content/col11397/1.1/>.