Generalized Self-Organizing Mixture Autoregressive Model for Modeling Financial Time Series.

Hujun Yin He Ni

Published in: ICANN (1) (2009)

Keyphrases

autoregressive model
financial time series
financial time series forecasting
stock market
financial data
turning points
neural network
wavelet analysis
autoregressive
multivariate time series
least squares
non stationary
wavelet domain