Prediction with Time-Series Mixer for the S&P500 Index.
Junyi YeJingyi GuAnkan DashFadi P. DeekGrace Guiling WangPublished in: ICDEW (2023)
Keyphrases
- financial time series
- stock market
- non stationary
- prediction accuracy
- stock price
- stock index
- stock exchange
- chaotic time series
- garch model
- multivariate time series
- prediction model
- financial data
- subsequence matching
- exponential smoothing
- database
- box jenkins
- prediction error
- moving average
- mackey glass
- extreme values
- neural network
- trading systems
- prediction algorithm
- structural similarity
- b tree
- short term
- data structure
- phase space
- dynamic time warping
- learning algorithm
- chronic hepatitis
- genetic algorithm
- short term prediction