Hybrid Forecasting of Exchange Rate by Using Chaos Wavelet SVM-Markov Model and Grey Relation Degree
Gol KimRi Suk YunPublished in: CoRR (2012)
Keyphrases
- exchange rate
- markov model
- grey relation
- foreign exchange
- markov chain
- support vector
- financial time series
- stock price
- statistical model
- support vector machine
- hidden markov models
- multiple attribute decision making
- long run
- feature selection
- knn
- currency exchange
- markov networks
- wavelet support vector machine
- non stationary
- decision making
- classification algorithm
- image segmentation