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Ensemble forecasting of Value at Risk via Multi Resolution Analysis based methodology in metals markets.
Kaijian He
Kin Keung Lai
Jerome Yen
Published in:
Expert Syst. Appl. (2012)
Keyphrases
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multi resolution analysis
wavelet transform
multiresolution
high frequency
neural network
trading systems
early warning
feature selection
image fusion
training data
short term
ensemble methods
decision making
low frequency
fuzzy logic
investment decisions