Stock market trend prediction based on neural networks, multiresolution analysis and dynamical reconstruction.
Yiwen YangGuizhong LiuZongping ZhangPublished in: CIFEr (2000)
Keyphrases
- stock market
- multiresolution analysis
- financial time series
- neural network
- multiresolution
- vector valued
- short term
- stock price
- trading rules
- image compression
- stock exchange
- wavelet transform
- discrete wavelet transform
- stock data
- prediction model
- financial data
- financial news
- back propagation
- stock trading
- stock returns
- financial markets
- garch model
- image reconstruction
- artificial neural networks
- stock index futures
- non stationary
- long term
- learning algorithm