Forecasting Study of Shanghai’s and Shenzhen’s Stock Markets Using a Hybrid Forecast Method

DOI10.1080/03610918.2013.804554zbMath1315.62080OpenAlexW2007818806MaRDI QIDQ5259151

Rui Shan, Wen Liu, Haibo Dai, Jingyi Zhao

Publication date: 24 June 2015

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2013.804554

zbMATH Keywords

stock forecastingBP neural networkRBF neural networkwavelet denoisingmaximal overlap discrete wavelet transform

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Learning and adaptive systems in artificial intelligence (68T05) Numerical methods for wavelets (65T60)

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