Cargando…

Financial time series forecasting using optimized multistage wavelet regression approach

This paper presents financial time series forecasting with multistage wavelet transform (WT). First, the time series data is processed through WT with different mother wavelet functions to extract high frequency and low frequency coefficients. Later, standard particle swarm optimization (PSO) algori...

Descripción completa

Detalles Bibliográficos
Autores principales: Syamala Rao, P., Parthasaradhi Varma, G., Durga Prasad, Ch.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Nature Singapore 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9030684/
https://www.ncbi.nlm.nih.gov/pubmed/35493719
http://dx.doi.org/10.1007/s41870-022-00924-x