Intelligent forecasting for financial time series subject to structural changes.

Jae Joon Ahn Suk Jun Lee Kyong Joo Oh Tae Yoon Kim

Published in: Intell. Data Anal. (2009)

Keyphrases

financial time series
financial time series forecasting
stock market
exchange rate
financial data
turning points
non stationary
stock exchange
stock price
multivariate time series
stock returns
long term
image sequences
categorical data