Nonlinear high-frequency stock market time series: Modeling and combine forecast evaluations.
Wen Cheong ChinMin Cherng LeePublished in: Commun. Stat. Simul. Comput. (2021)
Keyphrases
- stock market
- high frequency
- short term
- low frequency
- financial time series
- long term
- visual quality
- stock price
- stock index
- high resolution
- stock data
- wavelet transform
- financial data
- wavelet coefficients
- high frequencies
- arima model
- stock market data
- stock index futures
- stock exchange
- stock trading
- subband
- listed companies
- garch model
- wavelet domain
- financial news
- stock returns
- discrete wavelet transform
- financial markets
- frequency domain
- low pass
- trading rules
- low bit rate coding
- chinese stock market
- image processing
- high frequency components
- human visual system
- image quality
- denoising
- multiscale