Stock price series forecasting using multi-scale modeling with boruta feature selection and adaptive denoising.
Jing LiYukun LiuHongfang GongXiaofei HuangPublished in: Appl. Soft Comput. (2024)
Keyphrases
- stock price
- denoising
- multiscale
- feature selection
- financial time series
- exchange rate
- technical indicators
- stock market
- option pricing
- natural images
- stock exchange
- financial data
- financial markets
- wavelet domain
- historical data
- non stationary
- text categorization
- news articles
- stock returns
- stock price prediction
- image representation
- risk management
- short term
- early warning
- unsupervised learning
- text classification
- wavelet transform
- feature extraction
- image processing
- information retrieval
- machine learning