Fractal investigation and maximal overlap discrete wavelet transformation (MODWT)-based machine learning framework for forecasting exchange rates
Indranil Ghosh, Tamal Datta Chaudhuri
| Year of publication: |
2017
|
|---|---|
| Authors: | Ghosh, Indranil ; Chaudhuri, Tamal D. |
| Published in: |
Studies in microeconomics. - London : Sage Publishing, ISSN 2321-8398, ZDB-ID 2727498-6. - Vol. 5.2017, 2, p. 105-131
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| Subject: | Hurst exponent | random walk model | fractal dimensional index | maximal overlap discrete wavelet transformation | random forest | bagging | Theorie | Theory | Prognoseverfahren | Forecasting model | Random Walk | Random walk | Wechselkurs | Exchange rate | Zustandsraummodell | State space model | Künstliche Intelligenz | Artificial intelligence | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1177/2321022217724978 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012023833