A new hybrid forecasting model using wavelet-PCA and artificial neural network for futures markets / Mohammadali Mehralizadeh
The motivation behind the present study is to determine whether stock indices futures possess long-term memory and entropy, and whether they follow the adaptive market hypothesis (AMH). Another motivation is to specify whether innovatively combined new methods such as wavelets, principal component a...
| Main Author: | |
|---|---|
| Format: | Thesis |
| Published: |
2018
|
| Subjects: |