A hybrid approach of wavelet transform, ARIMA and LSTM model for the share price index futures forecasting
Junting Zhang, Haifei Liu, Wei Bai, Xiaojing Li
| Year of publication: |
2024
|
|---|---|
| Authors: | Zhang, Junting ; Liu, Haifei ; Bai, Wei ; Li, Xiaojing |
| Subject: | DWT-ARIMA-LSTM | Harr wavelet-based porous algorithm | Share price index futures | Timing trading strategy | Index-Futures | Index futures | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2023.102022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014445634