Penalized Least Squares for Smoothing Financial Time Series.
Adrian LetchfordJunbin GaoLihong ZhengPublished in: Australasian Conference on Artificial Intelligence (2011)
Keyphrases
- least squares
- financial time series
- stock market
- curve fitting
- financial time series forecasting
- financial data
- non stationary
- turning points
- stock exchange
- exchange rate
- parameter estimation
- stock returns
- stock price
- robust estimation
- singular value decomposition
- multivariate time series
- computer vision
- short term
- association rules