scientific article; zbMATH DE number 7366530

MaRDI QIDQ4996348zbMATH OpenFDO

Authors Lu Han, Zhi Su, Zhidong Liu

Publication date 1 July 2021

zbMATH Keywords

correlation predictive modelingrecurring quantitative analysissupport vector machinewavelet transform

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Artificial neural networks and deep learning (68T07) Financial markets (91G15)

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Cited in

(1)

• Using wavelet analysis to uncover the co-movement behavior of multiple energy commodity prices

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