Forecasting High-Frequency Financial Time Series with Evolutionary Neural Trees: The Case of Heng-Sheng Stock Index.
Shu-Heng ChenHung-Shuo WangByoung-Tak ZhangPublished in: IC-AI (1999)
Keyphrases
- financial time series
- high frequency
- stock market
- stock exchange
- stock price
- low frequency
- financial time series forecasting
- garch model
- turning points
- financial data
- non stationary
- high resolution
- short term
- exchange rate
- wavelet transform
- multivariate time series
- wavelet coefficients
- subband
- historical data
- financial markets
- wavelet domain
- spatial data
- long term
- portfolio management
- news articles
- attribute values