Multiresolution forecasting for futures trading using wavelet decompositions.
Bailing ZhangRichard CogginsMarwan A. JabriDominik R. DerschBarry FlowerPublished in: IEEE Trans. Neural Networks (2001)
Keyphrases
- multiresolution
- financial markets
- foreign exchange
- wavelet transform
- wavelet coefficients
- multiresolution analysis
- wavelet decomposition
- exchange rate
- technical indicators
- anchovy catches
- futures market
- early warning
- wavelet domain
- trading strategies
- wavelet transformation
- wavelet analysis
- trading systems
- stationary wavelet transform
- autoregressive model
- stock market
- inverse problems in image processing
- electricity markets
- short term
- multiresolution representation
- stock price
- lifting scheme
- subband
- coarse to fine
- quadtree
- discrete wavelet transform
- image fusion
- image coding
- laplacian pyramid
- financial time series
- multiscale
- higher resolution
- prediction model
- high frequency
- singular value decomposition
- subband decomposition
- currency exchange
- forecasting model
- wavelet filters
- load forecasting
- stock data
- filter bank
- contourlet transform
- electronic commerce
- denoising