Forecasting Study of Shanghai’s and Shenzhen’s Stock Markets Using a Hybrid Forecast Method

DOI10.1080/03610918.2013.804554zbMATH Open1315.62080OpenAlexW2007818806MaRDI QIDQ5259151FDOQ5259151

Rui Shan, Wen Liu, Haibo Dai, Jingyi Zhao

Publication date: 24 June 2015

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2013.804554

zbMATH Keywords

BP neural networkRBF neural networkwavelet denoisingmaximal overlap discrete wavelet transformstock forecasting

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods for wavelets (65T60)

Cites Work

• Ideal spatial adaptation by wavelet shrinkage
• Time series forecasting using a hybrid ARIMA and neural network model
• De-noising by soft-thresholding
• Prediction with a Generalized Cost of Error Function
• The variable weighted functions of combined forecasting.
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Cited In (2)

• Volatility forecasting of financial time series using wavelet based exponential generalized autoregressive conditional heteroscedasticity model
• Back propagation mathematical model for stock price prediction

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