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Technical analysis is defined as the tracking and prediction of
asset price movements using charts and graphs in combination with
various mathematical and statistical methods. More precisely, it is
the quantitative criteria used in predicting the relative strength
of buying and selling forces within a market to determine what to
buy, what to sell, and when to execute trades. This book introduces
simple technical analysis tools like moving averages and Bollinger
bands, and also advanced techniques such as wavelets and empirical
mode decomposition. It first discusses some traditional tools in
technical analysis, such as trend, trend Line, trend channel,
Gann's Theory, moving averages, and Bollinger bands. It then
introduces a recent indicator developed for stock market and two
recent techniques used in the technical analysis field: wavelets
and the empirical mode decomposition in financial time series. The
book also discusses the theory to test the performance of the
indicators and introduces the MATLAB Financial Toolbox, some of the
functions/codes of which are used in our numerical experiments.
Toeplitz systems arise in a variety of applications in mathematics,
scientific computing, and engineering, including numerical partial
and ordinary differential equations, numerical solutions of
convolution-type integral equations, stationary auto-regressive
time series in statistics, minimal realisation problems in control
theory, system identification problems in signal processing, and
image restoration problems in image processing. This practical book
introduces current developments in using iterative methods for
solving Toeplitz systems based on the preconditioned conjugate
gradient method. The authors focus on the important aspects of
iterative Toeplitz solvers and give special attention to the
construction of efficient circulant preconditioners. Applications
of iterative Toeplitz solvers to practical problems are addressed,
enabling readers to use the book??'s methods and algorithms to
solve their own problems. An appendix containing the MATLAB??
programs used to generate the numerical results is included.
Students and researchers in computational mathematics and
scientific computing will benefit from this book.
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