Exchange Rate Forecasting Using Multiscale Vector Autoregressive Model.
Kaijian HeYingchao ZouKin Keung LaiPublished in: BIFE (2013)
Keyphrases
- exchange rate
- autoregressive model
- multiscale
- wavelet domain
- wavelet decomposition
- foreign exchange
- financial time series
- wavelet transform
- stationary wavelet transform
- currency exchange
- image processing
- image segmentation
- stock price
- image representation
- feature vectors
- wavelet coefficients
- wavelet analysis
- scale space
- long run
- multiresolution
- autoregressive
- natural images
- information retrieval
- denoising
- anchovy catches
- edge detection
- spatial domain
- long term
- higher order
- artificial neural networks
- computational complexity
- high frequency
- computer vision