Author(s)

Zhexi Liu

Corresponding Author

Zhexi Liu

Abstract

This paper analyzes the financial fluctuations in China by using wavelet variation as a model, and has implications for predicting and reducing financial risks. The paper adopts the research methods of model analysis and data calculation. Firstly, it introduces the relationship and significance of financial wavelet and financial fluctuations, and then empirically analyzes the stock market risk in China through the form of wavelet model construction.

Keywords

Wavelet transform, Financial fluctuation, Correlation analysis