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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...
Autores principales: | Syamala Rao, P., Parthasaradhi Varma, G., Durga Prasad, Ch. |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer Nature Singapore
2022
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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 |
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