A Neuro‐wavelet Model for the Short‐Term Forecasting of High‐Frequency Time Series of Stock Returns
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Cited by:
- Dhanya Jothimani & Ravi Shankar & Surendra S. Yadav, 2016. "Discrete Wavelet Transform-Based Prediction of Stock Index: A Study on National Stock Exchange Fifty Index," Papers 1605.07278, arXiv.org.
- Fathi Abid & Bilel Kaffel, 2018. "The extent of virgin olive-oil prices’ distribution revealing the behavior of market speculators," Review of Quantitative Finance and Accounting, Springer, vol. 50(2), pages 561-590, February.
- Oscar Claveria & Enric Monte & Salvador Torra, 2017.
"“Regional tourism demand forecasting with machine learning models: Gaussian process regression vs. neural network models in a multiple-input multiple-output setting","
IREA Working Papers
201701, University of Barcelona, Research Institute of Applied Economics, revised Jan 2017.
- Oscar Claveria & Enric Monte & Salvador Torra, 2017. "“Regional tourism demand forecasting with machine learning models: Gaussian process regression vs. neural network models in a multiple-input multiple-output setting”," AQR Working Papers 201701, University of Barcelona, Regional Quantitative Analysis Group, revised Jan 2017.
- Xing, Jieli & Zhang, Yongjie & Chu, Gang & Pan, Qi & Zhang, Xiaotao, 2021. "Detection and reconstruction of catastrophic breaks of high-frequency financial data with local linear scaling approximation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 561(C).
- Xiaojie Xu, 2018. "Causal structure among US corn futures and regional cash prices in the time and frequency domain," Journal of Applied Statistics, Taylor & Francis Journals, vol. 45(13), pages 2455-2480, October.
- Kong Ao & Zhu Hongliang, 2018. "Predicting Trend of High Frequency CSI 300 Index Using Adaptive Input Selection and Machine Learning Techniques," Journal of Systems Science and Information, De Gruyter, vol. 6(2), pages 120-133, April.
- Geetu Aggarwal & Navdeep Aggarwal, 2021. "Risk-adjusted Returns from Statistical Arbitrage Opportunities in Indian Stock Futures Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 28(1), pages 79-99, March.
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