Forecasting of stock return prices with sparse representation of financial time series over redundant dictionaries

Expert Systems with Applications

Volumn 57, Issue , 2016, Pages 37-48

  Rosas Romero, Roberto ^a   Díaz Torres, Alejandro ^a   Etcheverry, Gibran ^a  

^a UNIVERSIDAD DE LAS AMÉRICAS PUEBLA   (Mexico)

Author keywords

Artificial financial predictors; Financial time series; Learned over redundant dictionaries; Sparse representation; Temporal feature extraction; Time domain pattern recognition

Indexed keywords

ATOMS; COMMERCE; EXTRACTION; FEATURE EXTRACTION; FINANCE; FINANCIAL MARKETS; FORECASTING; INVESTMENTS; PATTERN RECOGNITION; TIME SERIES;

ARTIFICIAL FINANCIAL PREDICTORS; FINANCIAL TIME SERIES; REDUNDANT DICTIONARIES; SPARSE REPRESENTATION; TIME DOMAIN;

FINANCIAL DATA PROCESSING;

EID: 84962349243     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2016.03.021     Document Type: Article

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