A prediction model for high-frequency financial time series.
Ricardo de A. AraújoAdriano L. I. de OliveiraSilvio Romero de Lemos MeiraPublished 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