Neural Networks Approach to the Random Walk Dilemma of Financial Time Series.
Renate SitteJoaquin SittePublished in: Appl. Intell. (2002)
Keyphrases
- random walk
- financial time series
- financial time series forecasting
- stock market
- non stationary
- turning points
- financial data
- stock price
- multivariate time series
- markov chain
- transition probabilities
- pairwise
- transition probability matrix
- unsupervised learning
- short term
- singular value decomposition
- feature selection