Forecasting of stock return prices with sparse representation of financial time series over redundant dictionaries.
Roberto Rosas-RomeroAlejandro Díaz-TorresGibran EtcheverryPublished in: Expert Syst. Appl. (2016)
Keyphrases
- financial time series
- sparse representation
- stock market
- technical indicators
- stock price
- financial time series forecasting
- stock exchange
- dictionary learning
- sparse coding
- stock data
- short term
- financial data
- turning points
- image classification
- exchange rate
- signal processing
- sparse approximations
- face recognition
- compressive sensing
- financial markets
- image patches
- non stationary
- dimensionality reduction
- sparse codes
- image representation
- trading systems
- historical data
- long term
- multivariate time series
- data analysis
- knn
- pattern recognition