Currency Options Volatility Forecasting with Shift-Invariant Wavelet Transform and Neural Networks.
Fan-Yong LiuFan-Xin LiuPublished in: ICONIP (3) (2006)
Keyphrases
- neural network
- exchange rate
- stock price
- option pricing
- garch model
- financial time series
- pattern recognition
- stock market
- short term
- artificial neural networks
- grey model
- long term
- computational complexity
- forecasting model
- bp neural network
- turning points
- support vector regression
- natural images
- multivariate time series
- neural network model
- back propagation
- non stationary
- motion estimation
- shift invariant wavelet transform