Forecasting Stock Indexes with Metabolic DWT and MWA-GM(1,1)
Author:
Affiliation:
1. School of Electronic Science and Engineering, Nanjing University,Nanjing,China
Publisher
IEEE
Link
http://xplorestaging.ieee.org/ielx7/10038977/10039087/10039408.pdf?arnumber=10039408
Reference15 articles.
1. Using wavelet transformation and a GM-ARMA model to forecast stock index;wu;CAAI Transactions on Intelligent Systems,2011
2. Discrete wavelet transform-based prediction of stock index: A study on national stock exchange fifty index;jothimani;ArXiv Preprint,2016
3. Financial Time Series Forecasting Model Based on EMD and Rolling Grey Model
4. China's population projections based on GM(1,1) metabolic model
5. Introduction to grey system theory;deng;The Journal of Grey System,1989
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