Opemod: An Optimal Performance Selection Model for Prediction of Non-stationary Financial Time Series.

Zichao Xu Hongying Zheng Jianyong Chen

Published in: ICANN (1) (2022)

Keyphrases

financial time series
non stationary
stock market
financial time series forecasting
turning points
stock exchange
financial data
exchange rate
temporal evolution
stock returns
probabilistic model
autoregressive
hidden markov models