A new hybrid financial time series prediction model.
Bashar AlhnaityMaysam AbbodPublished in: Eng. Appl. Artif. Intell. (2020)
Keyphrases
- prediction model
- financial time series
- stock market
- financial time series forecasting
- financial data
- turning points
- regression model
- non stationary
- stock price
- stock exchange
- bp neural network
- neural network
- exchange rate
- response surface methodology
- stepwise regression
- multivariate time series
- wavelet neural network
- short term
- exponential smoothing
- image sequences
- keywords
- customer churn
- long term
- historical data
- dimension reduction
- data mining