Wavelet and Functional Data Analysis. Applications in Financial Data.

• Grant number: 23/02237-0
• Support Opportunities: Scholarships in Brazil - Scientific Initiation
• Effective date (Start): April 01, 2023
• Effective date (End): March 31, 2024
• Field of knowledge: Physical Sciences and Mathematics - Probability and Statistics - Statistics
• Principal Investigator: Aluísio de Souza Pinheiro
• Grantee: Luiz Felipe de Oliveira Barbosa Nunes
• Host Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil

Abstract

Wavelet statistical analysis of functional and high-dimensional data is interesting, among other reasons, because of its: parsimony, asymptotic optimality, representation for stochastic processes, and low computational cost. This project aims learning the fundamentals of wavelet mathematical analysis and the state-of-the-art on applied wavelet data analysis.