Now showing items 1-2 of 2

    • Multiscale systematic risk 

      Gençay, R.; Selçuk, F.; Whitcher, B. (Pergamon Press, 2005)
      In this paper we propose a new approach to estimating systematic risk (the beta of an asset). The proposed method is based on a wavelet multiscaling approach that decomposes a given time series on a scale-by-scale basis. ...
    • Nonrectangular wavelets for multiresolution mesh analysis and compression 

      Köse, Kıvanç; Çetin, A. Enis; Güdükbay, Uğur; Onural, Levent (IEEE, 2006)
      We propose a new Set Partitioning In Hierarchical Trees (SPIHT) based mesh compression framework. The 3D mesh is first transformed to 2D images on a regular grid structure. Then, this image-like representation is wavelet ...