Detection of correlation characteristics between financial time series based on multi-resolution analysis.
Xiang-Xin WangLing-Yu XuJie YuHuai-Yu XuXuan YuPublished in: Adv. Eng. Informatics (2019)
Keyphrases
- financial time series
- multi resolution analysis
- financial time series forecasting
- wavelet transform
- stock market
- multiresolution
- detection algorithm
- financial data
- turning points
- multivariate time series
- long term
- neural network
- high frequency
- stock price
- knowledge base
- text mining
- image analysis
- face recognition
- machine learning