A wavelet-based multiscale vector-ANN model to predict comovement of econophysical systems

Author:

Saâdaoui Foued,Rabbouch Hana

Publisher

Elsevier BV

Subject

Artificial Intelligence,Computer Science Applications,General Engineering

Reference21 articles.

1. On the approximate realization of continuous mappings by neural networks;Funahashi;Neural Networks,1989

2. An introduction to wavelets and other filtering methods in finance and economics;Gençay,2002

3. Investigating causal relations by econometric models and cross-spectral methods;Granger;Econometrica,1969

4. Neural networks: A comprehensive foundation;Haykin,1994

5. Approximation capabilities of multilayer feedforward networks;Hornik;Neural Networks,1991

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