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