Scaling Behavior of Time Series and an Empirical Indication to Financial Prediction.
Erbo ZhaoShijie JiangDan LuoYun BaoZhangang HanPublished in: ACIS-ICIS (2011)
Keyphrases
- financial time series
- stock market
- prediction accuracy
- artificial neural networks to predict
- prediction algorithm
- prediction error
- financial data
- non stationary
- moving average
- stock price
- behavior patterns
- chaotic time series
- human behavior
- prediction model
- decision making
- short term prediction
- dynamic time warping
- behavior analysis
- neural network
- decision trees
- data mining