Estimating VaR in crude oil market: A novel multi-scale non-linear ensemble approach incorporating wavelet analysis and neural network.
Kaijian HeChi XieShou ChenKin Keung LaiPublished in: Neurocomputing (2009)
Keyphrases
- crude oil
- wavelet analysis
- multiscale
- neural network
- wavelet transform
- wavelet neural network
- multiresolution
- oil field
- low frequency
- bp neural network
- feature detection
- wavelet coefficients
- factor analysis
- scale space
- artificial neural networks
- image processing
- long run
- back propagation
- neural network model
- pattern recognition
- high frequency
- forecasting model
- image segmentation
- image compression
- computer vision
- subband
- basis functions
- image analysis
- radial basis function
- missing data