Adaptive Prediction of Stock Exchange Indices by State Space Wavelet Networks.
Mietek A. BrdysAdam BorowaPiotr IdzkowiakMarcin T. BrdysPublished in: Int. J. Appl. Math. Comput. Sci. (2009)
Keyphrases
- stock exchange
- state space
- financial time series
- stock market
- stock price
- stock trading
- investment strategies
- financial data
- reinforcement learning
- wavelet coefficients
- dynamic programming
- wavelet transform
- dow jones
- dynamical systems
- denoising
- wavelet domain
- non stationary
- image classification
- portfolio optimization
- feature extraction
- machine learning
- long term
- black scholes