Quantifying the Multiscale Predictability of Financial Time Series by an Information-Theoretic Approach.
Xiaojun ZhaoChenxu LiangNa ZhangPengjian ShangPublished in: Entropy (2019)
Keyphrases
- financial time series
- multiscale
- financial time series forecasting
- stock market
- non stationary
- turning points
- stock exchange
- financial data
- edge detection
- stock price
- image representation
- wavelet transform
- exchange rate
- multivariate time series
- stock returns
- image processing
- image segmentation
- wavelet domain
- image sequences