Volatility homogenisation decomposition for forecasting.
Adam W. KowalewskiOwen D. JonesKotagiri RamamohanaraoPublished in: CIFEr (2014)
Keyphrases
- exchange rate
- garch model
- financial time series
- stock market
- grey model
- short term
- stock price
- foreign exchange
- data sets
- decomposition method
- decomposition algorithm
- medium term
- chinese stock market
- image decomposition
- decomposition methods
- prediction model
- long term
- database
- crude oil
- multivariate time series
- stock trading
- case study
- elman neural network