Day Ahead Forecasting of FAANG Stocks using ARIMA, LSTM Networks and Wavelet Decomposition.
Tom SkehinMartin CraneMarija BezbradicaPublished in: AICS (2018)
Keyphrases
- wavelet decomposition
- short term
- stock market
- long term
- multiresolution
- wavelet transform
- multiscale
- subband
- wavelet domain
- arima model
- wavelet transformation
- wavelet coefficients
- high frequency
- forecasting model
- autoregressive model
- feature vectors
- texture characterization
- artificial neural networks
- recurrent neural networks
- sar images
- wavelet representation
- stock price
- financial time series
- exponential smoothing
- wind power
- market clearing
- hybrid model
- financial data
- feature extraction
- image analysis
- visual information
- non stationary
- image compression
- edge detection
- denoising