A prediction model for high-frequency financial time series.

Ricardo de A. Araújo Adriano L. I. de Oliveira Silvio Romero de Lemos Meira

Published in: IJCNN (2015)

Keyphrases

prediction model
high frequency
financial time series
low frequency
stock market
financial time series forecasting
non stationary

high resolution
financial data
turning points
regression model
subband
wavelet transform
stock price

wavelet coefficients
high frequencies
exchange rate
wavelet domain
multivariate time series
high frequency components

neural network
discrete wavelet transform
multiresolution
data mining
computer vision
exponential smoothing