Improving artificial neural network based stock forecasting using fourier de-noising and Hodrick-Prescott Filter.
Aditya MitraLipo WangPublished in: ICICS (2015)
Keyphrases
- denoising
- translation invariant
- filtering method
- frequency domain
- noise removal
- stock market
- fourier transform
- short term
- image denoising
- multiscale
- financial time series
- morphological filters
- median filter
- stock price
- image reconstruction
- multiresolution
- mathematical morphology
- post processing
- signal processing
- neural network
- stock trading