Wavelet neural network model for yield spread forecasting

DOI10.3390/MATH5040072OpenAlexW2769419652MaRDI QIDQ1649065FDOQ1649065

Authors: Firdous Ahmad Shah, Lokenath Debnath 

Publication date: 5 July 2018

Published in: Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/math5040072

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zbMATH Keywords

forecastingneural networkwaveletwavelet neural network (WNN)yield spread

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Numerical methods for wavelets (65T60)

Cites Work

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• Title not available (Why is that?)
• An introduction to wavelets and other filtering methods in finance and economics
• A theory for multiresolution signal decomposition: the wavelet representation
• What does the yield curve tell us about GDP growth?
• Multiresolution Approximations and Wavelet Orthonormal Bases of L 2 (R)
• Title not available (Why is that?)
• Wavelet neural networks for nonlinear time series analysis
• Wavelet transforms and their applications
• Prediction Based on a Multiscale Decomposition

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