This question is brought up to help researchers in the field of signal processing, optimization and control to find the recent and basic signal processing techniques that can be used in the fields of finance and stock.
please arrange the answer such that the application is signal processing be properly mapped to the sub-fields of finance and stock very clearly and also mention if these techniques are novel or basic ?
also any kind of challenges in stock and finance that can be handle efficiently with signal processing as subject or reference articles will be welcome.
Dear Behrad,
You have asked a very interesting question but at the same time it requires a very long answer. Since it is one of my most favorite topics I would like to answer ate least briefly.
Please, see the attached article for the essence of my research.
I am using signal processing principles (and their near cousins - cybernetics, control theory and systems theory) on ate least two levels of conceptualization in Stock Exchange investments.
First, on an abstract level, I conceptualize the investment process as a control system exchanging signals between and among its main subsystems and also (within the subsystems) between and among their components.
Second, on a more particular level, I am using a lot of signal processing techniques to process the data for the simulations which lead to my empirical results.
Article Selecting and Simulating Models for Management of Investment...
these reference articles discussed about signal processing applications in stocks and finance:
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