Frequency-Division Combination Forecasting of Stock Market Based on Wavelet Multiresolution Analysis

Put forward a novel combination forecasting method (M-ARIMA-BP) that could make a more accurate and concise prediction of stock market based on wavelet multiresolution analysis. This innovative method operated by parsing of the low-frequency trend series and the high-frequency volatility series of s...

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Bibliographic Details
Main Authors: Shihua Luo, Jiangyou Huo, Zian Dai
Format: Article
Language:English
Published: Wiley 2018-01-01
Series:Discrete Dynamics in Nature and Society
Online Access:http://dx.doi.org/10.1155/2018/1259156
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