A neuro-walvet model for the short-term forecasting of high-frequency time series of stock returns
Luis Ortega and Khaldoun Khashanah
| Year of publication: |
2014
|
|---|---|
| Authors: | Ortega, Luis F. ; Khashanah, Khaldoun |
| Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 33.2014, 2, p. 134-146
|
| Subject: | neuro-walvelets | walvelet multi-resolution decomposition | recurrent neural networks | high-frequency financial data | time series forecasting | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Theorie | Theory | Kapitaleinkommen | Capital income | Volatilität | Volatility | Börsenkurs | Share price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010424852