The Relationship between Oil and Gas Prices, Dow Jones and US Dollar Indexes: A Wavelet Co-movement Estimation and Neural Network Forecasting.
Olena LiashenkoTetyana KravetsPublished in: ICTERI Workshops (2019)
Keyphrases
- dow jones
- neural network
- exchange rate
- stock price
- natural gas
- oil field
- genetic algorithm
- crude oil
- prediction model
- wavelet neural network
- stock exchange
- forecasting model
- long run
- bp neural network
- short term prediction
- short term load forecasting
- method based on wavelet
- financial time series
- artificial neural networks
- anchovy catches
- neural network model
- wavelet transform
- short term
- wavelet coefficients
- back propagation
- wavelet domain
- support vector regression
- feature selection
- multiscale
- denoising
- multiresolution
- data mining
- feature extraction
- long term
- non stationary
- financial data
- electricity markets
- stock market