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Web of Proceedings - Francis Academic Press

Analysis of Financial Fluctuation Based on Wavelet Transform

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DOI: 10.25236/eeems.2018.026


Zhongxue Kong

Corresponding Author

Zhongxue Kong


In recent years, China's economic downward pressure has continued to increase, and GDP growth rates have tended. In order to cope with the increasingly severe economic situation, the state regards the prevention and mitigation of systemic financial risks as one of the three major challenges, reflecting the country's emphasis on financial markets. The Central Economic Work Conference just held put forward a clearer requirement for financial policy, that is, we must adopt a prudent monetary policy and fiscal policy to ensure that financial fluctuations are within a reasonable operating range. The financial market is full of uncertainty, investors’ investment philosophy, changes in behavior and capital in financial markets, the rapid flow of information will cause financial asset prices to fluctuate. Especially in recent years, the abnormal fluctuations of financial asset prices are very frequent, the speed of the emergence of financial bubbles has accelerated significantly, and the cycle has been significantly shortened. In this paper, wavelet transform is used as the analysis framework, and several main concepts are reviewed. On this basis, the impact of financial wavelet changes on financial fluctuations is analyzed.


Wavelet Transform, Financial Fluctuation, Wavelet Framework