Data Mining using Morlet Wavelets for Financial Time Series.
Reginald BolmanThomas BoucherPublished in: DATA (2019)
Keyphrases
- financial time series
- data mining
- stock market
- financial time series forecasting
- non stationary
- financial data
- turning points
- stock price
- stock exchange
- knowledge discovery
- stock returns
- wavelet transform
- data analysis
- multivariate time series
- exchange rate
- association rule mining
- data mining techniques
- text mining
- multiscale
- association rules
- cluster analysis
- data streams
- feature extraction