Applying a general hybrid intelligent system for ultra-high-frequency stock market forecasting.
Paulo S. G. de Mattos NetoTiago A. E. FerreiraPublished in: IJCNN (2016)
Keyphrases
- high frequency
- stock market
- short term
- financial time series
- low frequency
- high resolution
- garch model
- wavelet transform
- stock price
- stock index futures
- long term
- hybrid intelligent systems
- discrete wavelet transform
- foreign exchange
- wavelet coefficients
- subband
- trading rules
- financial data
- stock exchange
- stock trading
- forecasting model
- exchange rate
- face recognition
- frequency domain
- high quality