Forecasting Bitcoin returns with long short-term memory networks and wavelet decomposition: A comparison of several market determinants.
Navid ParviniMahsa AbdollahiSattar SeifollahiDavood AhmadianPublished in: Appl. Soft Comput. (2022)
Keyphrases
- wavelet decomposition
- multiresolution
- wavelet transform
- multiscale
- subband
- autoregressive model
- wavelet domain
- wavelet transformation
- foreign exchange
- high frequency
- feature vectors
- sar images
- wavelet coefficients
- wavelet representation
- short term
- electricity markets
- credit card
- empirical mode decomposition
- texture characterization
- image compression
- computer vision
- stock price
- financial data
- discrete wavelet transform
- recurrent neural networks
- trading strategies
- object recognition
- machine learning