Forecasting East Asian Indices Futures via a Novel Hybrid of Wavelet-PCA Denoising and Artificial Neural Network Models.

Article English OPEN
Chan Phooi M’ng, Jacinta; Mehralizadeh, Mohammadali;
(2016)
  • Publisher: Public Library of Science (PLoS)
  • Journal: PLoS ONE,volume 11,issue 6 (issn: 1932-6203, eissn: 1932-6203)
  • Publisher copyright policies & self-archiving
  • Related identifiers: doi: 10.1371/journal.pone.0156338, pmc: PMC4889155
  • Subject: Computational Biology | Research Article | Wavelet Transforms | Mathematics | Neural Networks | Engineering and Technology | Mathematical and Statistical Techniques | Computational Neuroscience | Multivariate Analysis | Artificial Intelligence | Physical Sciences | Software Engineering | Financial Markets | Statistics (Mathematics) | Biology and Life Sciences | Mathematical Functions | Computer and Information Sciences | Preprocessing | Forecasting | Neuroscience | Research and Analysis Methods | Medicine | Machine Learning | Artificial Neural Networks | Q | Economics | R | Futures Markets | Social Sciences | Science | Statistical Methods | Principal Component Analysis | Cognitive Science

The motivation behind this research is to innovatively combine new methods like wavelet, principal component analysis (PCA), and artificial neural network (ANN) approaches to analyze trade in today’s increasingly difficult and volatile financial futures markets. The mai... View more
Share - Bookmark