An intelligent hybrid morphological-rank-linear method for financial time series prediction.

Ricardo de A. Araújo Tiago A. E. Ferreira

Published in: Neurocomputing (2009)

Keyphrases

pairwise
experimental evaluation
similarity measure
preprocessing
significant improvement
dynamic programming
segmentation method
high precision
computational cost
high accuracy
synthetic data
ls svm
autoregressive
linear model
evaluation method
correlation coefficient
detection method
probabilistic model