A hybrid model for high-frequency stock market forecasting.
Ricardo de A. AraújoAdriano L. I. de OliveiraSilvio Romero de Lemos MeiraPublished in: Expert Syst. Appl. (2015)
Keyphrases
- high frequency
- stock market
- hybrid model
- forecasting accuracy
- short term
- financial time series
- support vector regression
- arima model
- low frequency
- long term
- garch model
- foreign exchange
- artificial neural networks
- stock index futures
- hybrid models
- forecasting model
- stock price
- high resolution
- stock data
- support vector machine svm
- trading rules
- wavelet transform
- wavelet coefficients
- financial news
- stock returns
- stock exchange
- load forecasting
- discrete wavelet transform
- financial data
- financial markets
- subband
- image registration
- multiresolution
- computational complexity
- nearest neighbor