Academic literature on the topic 'Discrete wavelet transform (DWT)'

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Journal articles on the topic "Discrete wavelet transform (DWT)"

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Mousa Al-Khuzaay, Maryam I., and Waleed A. Mahmoud Al-Jawher. "New Proposed Mixed Transforms: CAW and FAW and Their Application in Medical Image Classification." International Journal of Innovative Computing 13, no. 1-2 (2023): 15–21. http://dx.doi.org/10.11113/ijic.v13n1-2.414.

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The transformation model plays a vital role in medical image processing. This paper proposed new two Mixed Transforms models that are the hybrid combination of linear and nonlinear Transformations techniques. The first mixed transform is computed in three steps: calculate 2D discrete cosine transform (DCT) of the image, and applying Arnold Transform (AT) on the DCT coefficients, and applying the discrete Wavelet Transform (DWT) on the result to get which was abbreviated as (CAW). The second mixed transform consists of firstly computing the discrete Fourier transform (DFT), net applying the Arn
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Guido, Rodrigo Capobianco, Fernando Pedroso, André Furlan, Rodrigo Colnago Contreras, Luiz Gustavo Caobianco, and Jogi Suda Neto. "CWT × DWT × DTWT × SDTWT: Clarifying terminologies and roles of different types of wavelet transforms." International Journal of Wavelets, Multiresolution and Information Processing 18, no. 06 (2020): 2030001. http://dx.doi.org/10.1142/s0219691320300017.

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Wavelets have been placed at the forefront of scientific researches involving signal processing, applied mathematics, pattern recognition and related fields. Nevertheless, as we have observed, students and young researchers still make mistakes when referring to one of the most relevant tools for time–frequency signal analysis. Thus, this correspondence clarifies the terminologies and specific roles of four types of wavelet transforms: the continuous wavelet transform (CWT), the discrete wavelet transform (DWT), the discrete-time wavelet transform (DTWT) and the stationary discrete-time wavelet
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Balsa, Jose. "Comparison of Image Compressions: Analog Transformations." Proceedings 54, no. 1 (2020): 37. http://dx.doi.org/10.3390/proceedings2020054037.

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A comparison between the four most used transforms, the discrete Fourier transform (DFT), discrete cosine transform (DCT), the Walsh–Hadamard transform (WHT) and the Haar-wavelet transform (DWT), for the transmission of analog images, varying their compression and comparing their quality, is presented. Additionally, performance tests are done for different levels of white Gaussian additive noise.
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Tang, Ling, Ming Ju Chen, and Hong Song. "Hybrid Color Image Compression Using Discrete Cosine Transform and Discrete Wavelet Transform." Applied Mechanics and Materials 198-199 (September 2012): 244–48. http://dx.doi.org/10.4028/www.scientific.net/amm.198-199.244.

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In this research we undertake a study of image compression based on the discrete cosine transform(DCT) and discrete wavelet transform(DWT). Then a hybrid color image compression algorithm based on DCT and DWT is proposed. This algorithm is implemented through transform the color image using DWT in the YCbCr space first, and then DCT in the low frequency, adopt huffman coding, RLE and arithmetic coding in the encoded mode. In experiments, the results outperform the only DCT and the only DWT typically higher in peak signal-to-noise ratio and have better visual quality.
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Setyono, Andik, and De Rosal Ignatius Moses Setiadi. "Image watermarking using discrete wavelet-tchebichef transform." Indonesian Journal of Electrical Engineering and Computer Science 16, no. 3 (2019): 1416. http://dx.doi.org/10.11591/ijeecs.v16.i3.pp1416-1423.

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<span>Image watermarking is one of the most popular techniques for authenticating copyright on the digital image. Many research on image watermarking has proved that the joint of Discrete Cosine Transform (DCT) and Discrete Wavelet Transform (DWT) combinations can improve both imperceptibility and robustness when compared to DCT or DWT only. Discrete Tchebichef Transform (DTT) denotes an alternative transformation that has a similarity property with DCT. DTT has an advantage in reducing memory requirements during computing, so the calculation speed is much faster than DCT. This study tes
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Apu Hosen, Md, Shahadat Hoshen Moz, Sk Shalauddin Kabir, Md Nasim Adnan, and Syed Md. Galib. "In-depth exploration of digital image watermarking with discrete cosine transform and discrete wavelet transform." Indonesian Journal of Electrical Engineering and Computer Science 33, no. 1 (2024): 581. http://dx.doi.org/10.11591/ijeecs.v33.i1.pp581-590.

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Digital image watermarking is a crucial technique used to protect the integrity and ownership of digital images by embedding imperceptible watermarks into the image content. This review concentrates on the utilization of discrete cosine transform (DCT) and discrete wavelet transform (DWT) in digital image watermarking schemes. DCT, widely used in image compression like JPEG, is an attractive choice for watermarking, modifying DCT coefficients with minimal impact on image quality. On the other hand, DWT offers multiresolution representation, enabling better localization and robustness against a
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Hosen, Md. Apu, Shahadat Hoshen Moz, Sk. Shalauddin Kabir, Md. Nasim Adnan, and Syed Md. Galib. "In-depth exploration of digital image watermarking with discrete cosine transform and discrete wavelet transform." Indonesian Journal of Electrical Engineering and Computer Science 33, no. 1 (2024): 581–90. https://doi.org/10.11591/ijeecs.v33.i1.pp581-590.

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Digital image watermarking is a crucial technique used to protect the integrity and ownership of digital images by embedding imperceptible watermarks into the image content. This review concentrates on the utilization of discrete cosine transform (DCT) and discrete wavelet transform (DWT) in digital image watermarking schemes. DCT, widely used in image compression like JPEG, is an attractive choice for watermarking, modifying DCT coefficients with minimal impact on image quality. On the other hand, DWT offers multiresolution representation, enabling better localization and robustness against a
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Maulida, Kurnia. "Studi Komparasi Video Watermarking dengan Algoritma Discrete Wavelet Transform dan Discrete Cosine Transform." MATHunesa: Jurnal Ilmiah Matematika 8, no. 3 (2020): 254–60. http://dx.doi.org/10.26740/mathunesa.v8n3.p254-260.

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Perkembangan teknologi di era digital berkembang dengan sangat cepat setiap harinya. Dengan perkembangan teknologi digital saat ini, media sosial dapat memudahkan kita untuk mengakses serta mendistribusikan teks, gambar, video, dan lainnya. Risiko terjadinya kejahatan di video lebih tinggi dibandingkan dengan teks dan gambar. Digital watermarking dapat digunakan untuk melindungi informasi digital dari manipulasi dan distribusi illegal. Penyisipan watermark umumnya dilakukan dalam domain spasial atau domain frekuensi. Metode yang digunakan adalah Discrete Wavelet Transform (DWT) dan Discrete Co
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Toda, Hiroshi, Zhong Zhang, and Takashi Imamura. "Practical design of perfect-translation-invariant real-valued discrete wavelet transform." International Journal of Wavelets, Multiresolution and Information Processing 12, no. 04 (2014): 1460005. http://dx.doi.org/10.1142/s0219691314600054.

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The real-valued tight wavelet frame having perfect translation invariance (PTI) has already proposed. However, due to the irrational-number distances between wavelets, its calculation amount is very large. In this paper, based on the real-valued tight wavelet frame, a practical design of a real-valued discrete wavelet transform (DWT) having PTI is proposed. In this transform, all the distances between wavelets are multiples of 1/4, and its transform and inverse transform are calculated fast by decomposition and reconstruction algorithms at the sacrifice of a tight wavelet frame. However, the r
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BELKASIM, SAEID, XIANYU HONG, and O. BASIR. "CONTENT BASED IMAGE RETRIEVAL USING DISCRETE WAVELET TRANSFORM." International Journal of Pattern Recognition and Artificial Intelligence 18, no. 01 (2004): 19–32. http://dx.doi.org/10.1142/s0218001404003046.

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Image retrieval plays an important role in a broad spectrum of applications. Contentbased retrieval (CBR) is one of the popular choices in many biomedical and industrial applications. Discrete image transforms have been widely studied and suggested for many image retrieval applications. The Discrete Wavelet Transform (DWT) is one of the most popular transforms recently applied to many image processing applications. The Daubechies wavelet can be used to form the basis for extracting features in retrieving images based on the description of a particular object within the scene. This wavelet is w
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Dissertations / Theses on the topic "Discrete wavelet transform (DWT)"

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Johansson, Gustaf. "Scalable video coding using the Discrete Wavelet Transform : Skalbar videokodning med användning av den diskreta wavelettransformen." Thesis, Linköping University, Information Coding, 2010. http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-54637.

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<p>A method for constructing a highly scalable bit stream for video coding is presented in detail and implemented in a demo application with a GUI in the Windows Vista operating system.</p><p>The video codec uses the Discrete Wavelet Transform in both spatial and temporal directions together with a zerotree quantizer to achieve a highly scalable bit stream in the senses of quality, spatial resolution and frame rate.</p><br><p>I detta arbete presenteras en metod för att skapa en mycket skalbar videoström. Metoden implementeras sedan i sin helhet i programspråken C och C++ med ett grafiskt anvä
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Boland, Simon Daniel. "High quality audio coding using the wavelet transform." Thesis, Queensland University of Technology, 1998.

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Abdallah, Abdallah Sabry. "Investigation of New Techniques for Face detection." Thesis, Virginia Tech, 2007. http://hdl.handle.net/10919/33191.

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The task of detecting human faces within either a still image or a video frame is one of the most popular object detection problems. For the last twenty years researchers have shown great interest in this problem because it is an essential pre-processing stage for computing systems that process human faces as input data. Example applications include face recognition systems, vision systems for autonomous robots, human computer interaction systems (HCI), surveillance systems, biometric based authentication systems, video transmission and video compression systems, and content based image retrie
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Jassim, Taha D. "Combined robust and fragile watermarking algorithms for still images. Design and evaluation of combined blind discrete wavelet transform-based robust watermarking algorithms for copyright protection using mobile phone numbers and fragile watermarking algorithms for content authentication of digital still images using hash functions." Thesis, University of Bradford, 2014. http://hdl.handle.net/10454/6460.

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This thesis deals with copyright protection and content authentication for still images. New blind transform domain block based algorithms using one-level and two-level Discrete Wavelet Transform (DWT) were developed for copyright protection. The mobile number with international code is used as the watermarking data. The robust algorithms used the Low-Low frequency coefficients of the DWT to embed the watermarking information. The watermarking information is embedded in the green channel of the RGB colour image and Y channel of the YCbCr images. The watermarking information is scrambled
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Jassim, Taha Dawood. "Combined robust and fragile watermarking algorithms for still images : design and evaluation of combined blind discrete wavelet transform-based robust watermarking algorithms for copyright protection using mobile phone numbers and fragile watermarking algorithms for content authentication of digital still images using hash functions." Thesis, University of Bradford, 2014. http://hdl.handle.net/10454/6460.

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This thesis deals with copyright protection and content authentication for still images. New blind transform domain block based algorithms using one-level and two-level Discrete Wavelet Transform (DWT) were developed for copyright protection. The mobile number with international code is used as the watermarking data. The robust algorithms used the Low-Low frequency coefficients of the DWT to embed the watermarking information. The watermarking information is embedded in the green channel of the RGB colour image and Y channel of the YCbCr images. The watermarking information is scrambled by usi
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Donovan, Rory Larson. "Hand (Motor) Movement Imagery Classification of EEG Using Takagi-Sugeno-Kang Fuzzy-Inference Neural Network." DigitalCommons@CalPoly, 2017. https://digitalcommons.calpoly.edu/theses/1754.

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Approximately 20 million people in the United States suffer from irreversible nerve damage and would benefit from a neuroprosthetic device modulated by a Brain-Computer Interface (BCI). These devices restore independence by replacing peripheral nervous system functions such as peripheral control. Although there are currently devices under investigation, contemporary methods fail to offer adaptability and proper signal recognition for output devices. Human anatomical differences prevent the use of a fixed model system from providing consistent classification performance among various subjects.
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Koglin, Ryan W. "Efficient Image Processing Techniques for Enhanced Visualization of Brain Tumor Margins." University of Akron / OhioLINK, 2014. http://rave.ohiolink.edu/etdc/view?acc_num=akron1415835138.

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Kang, Pengju. "On-line condition assessment of power transformer on-load tap-changers : transient vibration analysis using wavelet transform and self organising map." Thesis, Queensland University of Technology, 2000.

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Chintala, Bala Venkata Sai Sundeep. "Objective Perceptual Quality Assessment of JPEG2000 Image Coding Format Over Wireless Channel." Thesis, Blekinge Tekniska Högskola, Institutionen för tillämpad signalbehandling, 2019. http://urn.kb.se/resolve?urn=urn:nbn:se:bth-17785.

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A dominant source of Internet traffic, today, is constituted of compressed images. In modern multimedia communications, image compression plays an important role. Some of the image compression standards set by the Joint Photographic Expert Group (JPEG) include JPEG and JPEG2000. The expert group came up with the JPEG image compression standard so that still pictures could be compressed to be sent over an e-mail, be displayed on a webpage, and make high-resolution digital photography possible. This standard was originally based on a mathematical method, used to convert a sequence of data to the
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Čáp, Martin. "Sledování trendů elektrické aktivity srdce časově-frekvenčním rozkladem." Master's thesis, Vysoké učení technické v Brně. Fakulta elektrotechniky a komunikačních technologií, 2009. http://www.nusl.cz/ntk/nusl-218005.

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Work is aimed at the time-frequency decomposition of a signal application for monitoring the EKG trend progression. Goal is to create algorithm which would watch changes in the ST segment in EKG recording and its realization in the Matlab program. Analyzed is substance of the origin of EKG and its measuring. For trend calculations after reading the signal is necessary to preprocess the signal, it consists of filtration and detection of necessary points of EKG signal. For taking apart, also filtration and measuring the signal is used wavelet transformation. Source of the data is biomedicine dat
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Books on the topic "Discrete wavelet transform (DWT)"

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Shukla, K. K., and Arvind K. Tiwari. Efficient Algorithms for Discrete Wavelet Transform. Springer London, 2013. http://dx.doi.org/10.1007/978-1-4471-4941-5.

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1973-, La Cour-Harbo A., ed. Ripples in mathematics: The discrete wavelet transform. Springer, 2001.

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Pham, Tuan Van. Wavelet analysis for robust speech processing and applications: Applications of discrete wavelet transform and wavelet denoising to speech enhancement and robust speech recognition. VDM, Verlag Dr. Müller, 2008.

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Shukla, K. K. Efficient Algorithms for Discrete Wavelet Transform: With Applications to Denoising and Fuzzy Inference Systems. Springer London, 2013.

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Jer-Nan, Juang, Institute for Computer Applications in Science and Engineering., and United States. National Aeronautics and Space Administration., eds. A novel approach for adaptive signal processing. Institute for Computer Applications in Science and Engineering, NASA Langley Research Center, 1998.

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Shukla, K. K., and Arvind K. Tiwari. Efficient Algorithms for Discrete Wavelet Transform. Springer, 2013.

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Ripples in Mathematics: The Discrete Wavelet Transform. Springer Berlin Heidelberg, 2001.

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Sundararajan, D. Discrete Wavelet Transform: A Signal Processing Approach. Wiley & Sons, Incorporated, John, 2015.

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Sundararajan, D. Discrete Wavelet Transform: A Signal Processing Approach. Wiley & Sons, Incorporated, John, 2016.

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Jensen, A., and A. la Cour-Harbo. Ripples in Mathematics: The Discrete Wavelet Transform. Springer, 2014.

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Book chapters on the topic "Discrete wavelet transform (DWT)"

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Alessio, Silvia Maria. "Discrete Wavelet Transform (DWT)." In Signals and Communication Technology. Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-25468-5_14.

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Shukla, K. K., and Arvind K. Tiwari. "Filter Banks and DWT." In Efficient Algorithms for Discrete Wavelet Transform. Springer London, 2013. http://dx.doi.org/10.1007/978-1-4471-4941-5_2.

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Shukla, K. K., and Arvind K. Tiwari. "DWT-Based Power Quality Classification." In Efficient Algorithms for Discrete Wavelet Transform. Springer London, 2013. http://dx.doi.org/10.1007/978-1-4471-4941-5_5.

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Shukla, K. K., and Arvind K. Tiwari. "PVM Implementation of DWT-Based Image Denoising." In Efficient Algorithms for Discrete Wavelet Transform. Springer London, 2013. http://dx.doi.org/10.1007/978-1-4471-4941-5_4.

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Thanki, Rohit M., Vedvyas J. Dwivedi, and Komal R. Borisagar. "Multibiometric Watermarking Technique Using Discrete Cosine Transform (DCT) and Discrete Wavelet Transform (DWT)." In Multibiometric Watermarking with Compressive Sensing Theory. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-73183-4_5.

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Thanki, Rohit M., Vedvyas J. Dwivedi, and Komal R. Borisagar. "Multibiometric Watermarking Technique Using Discrete Wavelet Transform (DWT)." In Multibiometric Watermarking with Compressive Sensing Theory. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-73183-4_4.

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Kumar, Ashwani, S. P. Ghrera, and Vipin Tyagi. "A Comparison of Buyer-Seller Watermarking Protocol (BSWP) Based on Discrete Cosine Transform (DCT) and Discrete Wavelet Transform (DWT)." In Advances in Intelligent Systems and Computing. Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-13728-5_45.

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Thanki, Rohit M., Vedvyas J. Dwivedi, and Komal R. Borisagar. "Multibiometric Watermarking Technique Using Discrete Wavelet Transform (DWT) and Singular Value Decomposition (SVD)." In Multibiometric Watermarking with Compressive Sensing Theory. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-319-73183-4_6.

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Chaibi, Nesrine, Fatma Ben Aissa, Belgacem Chaibi, and Mourad Zaied. "HIR-GAN-DWT: Historical Image Restoring Using Generative Adversarial Networks and Discrete Wavelet Transform." In Lecture Notes on Data Engineering and Communications Technologies. Springer Nature Switzerland, 2025. https://doi.org/10.1007/978-3-031-87769-8_27.

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Alharbi, Ayidh, and Tahar M. Kechadi. "A Novel Steganography Algorithm Based on Alpha Blending Technique Using Discrete Wavelet Transform (ABT-DWT)." In Information Systems and Technologies to Support Learning. Springer International Publishing, 2018. http://dx.doi.org/10.1007/978-3-030-03577-8_38.

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Conference papers on the topic "Discrete wavelet transform (DWT)"

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Venkatesha, Guruprasad Govindappa, Saurabh Kansal, Praveen Kumar Ilamurugan, Krishan Kumar, Venkatadri Marella, and Shakeb Khan. "Blind Image Watermarking Scheme Utilizing 3-Level Discrete Wavelet Transform (DWT) for Enhanced Security." In 2024 13th International Conference on System Modeling & Advancement in Research Trends (SMART). IEEE, 2024. https://doi.org/10.1109/smart63812.2024.10882493.

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Irhamsyah, Muhammad, Melinda Melinda, Jihan Alifa, J. Prayoga, and Yulita Hanum P. Iskandar. "ECG Atrial Fibrillation Signal Classification Method Based on Discrete Wavelet Transform (DWT) and DenseNet-121." In 2024 10th International Conference on Smart Computing and Communication (ICSCC). IEEE, 2024. http://dx.doi.org/10.1109/icscc62041.2024.10690792.

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Cao, Tiancheng, Wei Soon Ng, Wang Ling Goh, and Yuan Gao. "DWT-PoolFormer: Discrete Wavelet Transform-based Quantized Parallel PoolFormer Network Implemented in FPGA for Wearable ECG Monitoring." In 2024 IEEE Biomedical Circuits and Systems Conference (BioCAS). IEEE, 2024. https://doi.org/10.1109/biocas61083.2024.10798386.

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Bashar, Khayrul, Hirokazu Suehiro, Norihiko Yatabe, et al. "Estimation of Grout Filling Degree in Prestressed Concrete Structures using Acceleration Signals with Autoencoder Model." In IABSE Symposium, Tokyo 2025: Environmentally Friendly Technologies and Structures: Focusing on Sustainable Approaches. International Association for Bridge and Structural Engineering (IABSE), 2025. https://doi.org/10.2749/tokyo.2025.0720.

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&lt;p&gt;Grout can contribute to the overall safety and durability of prestressed concrete bridges. However, confirming the grout filling status is quite challenging. In this study, we propose a new method to estimate the degree of grout filling in bridges using accelerometer data with autoencoder model. After preprocessing, acceleration signals are first decomposed by Discrete Wavelet Transform (DWT). Wavelet full-signal statistics (WFSS48) and sub-signal statistics (WSSS720) are then extracted from each signal and applied them to location-specific models. We construct three datasets d100, d5
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Shirasaka, Riri, and Keigo Suzuki. "Inferring Deflection from Acceleration Measurements of a Slab Deck Under Live Load." In IABSE Symposium, Tokyo 2025: Environmentally Friendly Technologies and Structures: Focusing on Sustainable Approaches. International Association for Bridge and Structural Engineering (IABSE), 2025. https://doi.org/10.2749/tokyo.2025.2825.

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&lt;p&gt;Deflection evaluation is one method for assessing the load-carrying performance of bridges. However, methods using displacement meters require securing a fixed reference point, which is labor-intensive. This study aims to develop a method for evaluating the deflection of short-span bridges using efficient measurements based on accelerometer data collected from the bridge deck. The proposed method first prepares the reference waveform of deflection to span and width and then uses them to construct a parasitic discrete wavelet transform (P-DWT) filter. By applying this filter and amplit
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Salama, Rana, Abdou Youssef, and Mona Diab. "Combining Discrete Wavelet and Cosine Transforms for Efficient Sentence Embedding." In 5th International Conference on Advanced Natural Language Processing. Academy & Industry Research Collaboration Center, 2024. http://dx.doi.org/10.5121/csit.2024.141006.

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Wavelets have emerged as a cutting edge technology in a number of fields. Concrete results of their application in Image and Signal processing suggest that wavelets can be effectively applied to Natural Language Processing (NLP) tasks that capture a variety of linguistic properties. In this paper, we leverage the power of applying Discrete Wavelet Transforms (DWT) to word and sentence embeddings. We first evaluate, intrinsically and extrinsically, how wavelets can effectively be used to consolidate important information in a word vector while reducing its dimensionality. We further combine DWT
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Aggarwal, Ankita, and Gurmeet Kaur. "Development of an Efficient Indoor Optical System using Different Wavelet Transforms." In International Conference on Women Researchers in Electronics and Computing. AIJR Publisher, 2021. http://dx.doi.org/10.21467/proceedings.114.35.

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For an effective communication system whether indoor or outdoor, the most important concern is minimum noise. In this paper, an efficient noise reduction technique is presented using various wavelet transform techniques for indoor optical wireless communication system (IOWC). In IOWC system, Fluorescent Light Interference (FLI) is main source of noise. Here, in this paper three methods are used to reduce the effect of noise from a digital signal. These are Discrete Wavelet Transform (DWT), Stationary Wavelet transform (SWT) and Discrete Wavelet transform-Stationary Wavelet Transform (DWT-SWT).
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Nicholl, Paul, Afandi Ahmad, and Abbes Amira. "Optimal discrete wavelet transform (DWT) features for face recognition." In APCCAS 2010-2010 IEEE Asia Pacific Conference on Circuits and Systems. IEEE, 2010. http://dx.doi.org/10.1109/apccas.2010.5774907.

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Trambadia, Smit, and Hemant Mayatra. "Image inpainting based on Discrete Wavelet Transform (DWT) technique." In 2016 Online International Conference on Green Engineering and Technologies (IC-GET). IEEE, 2016. http://dx.doi.org/10.1109/get.2016.7916794.

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Wei, Jun, Pongskorn Saipetch, Ramesh K. Panwar, Doris T. Chin, and Bruce K. T. Ho. "Volumetric image compression by 3D discrete wavelet transform (DWT)." In Medical Imaging 1995, edited by Yongmin Kim. SPIE, 1995. http://dx.doi.org/10.1117/12.207612.

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Reports on the topic "Discrete wavelet transform (DWT)"

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Shensa, M. J. The Discrete Wavelet Transform. Defense Technical Information Center, 1991. http://dx.doi.org/10.21236/ada239642.

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Elofson, C. The Discrete Wavelet Transform with Lifting : A Step by Step Introduction. Office of Scientific and Technical Information (OSTI), 2004. http://dx.doi.org/10.2172/15014818.

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Lojzim, Joshua Michael, and Marcus Fries. Brain Tumor Segmentation Using Morphological Processing and the Discrete Wavelet Transform. Journal of Young Investigators, 2017. http://dx.doi.org/10.22186/jyi.33.3.55-62.

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Derbentsev, V., A. Ganchuk, and Володимир Миколайович Соловйов. Cross correlations and multifractal properties of Ukraine stock market. Politecnico di Torino, 2006. http://dx.doi.org/10.31812/0564/1117.

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Abstract:
Recently the statistical characterizations of financial markets based on physics concepts and methods attract considerable attentions. The correlation matrix formalism and concept of multifractality are used to study temporal aspects of the Ukraine Stock Market evolution. Random matrix theory (RMT) is carried out using daily returns of 431 stocks extracted from database time series of prices the First Stock Trade System index (www.kinto.com) for the ten-year period 1997-2006. We find that a majority of the eigenvalues of C fall within the RMT bounds for the eigenvalues of random correlation matr
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