Integrating spectral clustering with wavelet based kernel partial least square regressions for financial modeling and forecasting

DOI10.1016/J.AMC.2011.01.096zbMath1208.91161OpenAlexW1972013561MaRDI QIDQ632930

Shian-Chang Huang

Publication date: 28 March 2011

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2011.01.096

zbMATH Keywords

partial least squareswavelet analysiskernel methodspectral clusteringfinancial forecasting

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Inference from stochastic processes and spectral analysis (62M15)

Uses Software

• wmtsa

Cites Work

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