Security investment prediction based on wavelet analysis theory

Dongbei Daxue Xuebao/Journal of Northeastern University

Volumn 23, Issue 6, 2002, Pages 539-541

  Zhang, Qian ^a   Gao, Li Qun ^a  

^a NORTHEASTERN UNIVERSITY   (China)

Author keywords

Data filtering; Least square; Prediction; Security market; Wavelet analysis; Wavelet decomposing

Indexed keywords

COMPUTER SIMULATION; LEAST SQUARES APPROXIMATIONS; WAVE FILTERS; WAVELET TRANSFORMS;

DATA FILTERING; NOISE REDUCTION; SECURITY MARKET; STOCK MARKET PREDICTION; WAVELET DECOMPOSING;

FORECASTING;

EID: 0036620104     PISSN: 10053026     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

References (10)

1. Neural network method for stock market prediction
2. Risk optimal control for security investment
3. On the design of a stable adaptive filter for state estimation in high dimensional systems
4. Estimating the degree of time variance in a parametric model
5. Wavelet-based transformation for nonlinear signal processing
6. On using the wavelet transform in modal analysis
7. The continuous wavelet transform as a maximum entropy solution of the corresponding inverse problem
8. Scalability of 2-D wavelet transforms algorithms analytical and experimental results on MPPS
9. Use of time delays between modal components in wavelet based fault location