Efficient financial time series forecasting model using DWT decomposition

2015 ◽  
Author(s):  
Ina Khandelwal ◽  
Udit Satija ◽  
Ratnadip Adhikari
Keyword(s):  
Time Series ◽  
Financial Time Series ◽  
Time Series Forecasting ◽  
Forecasting Model ◽  
Financial Time

scholarly journals Temporal logistic neural Bag-of-Features for financial time series forecasting leveraging limit order book data

2020 ◽  
Vol 136 ◽  
pp. 183-189 ◽  
Author(s):  
Nikolaos Passalis ◽  
Anastasios Tefas ◽  
Juho Kanniainen ◽  
Moncef Gabbouj ◽  
Alexandros Iosifidis
Keyword(s):  
Time Series ◽  
Financial Time Series ◽  
Limit Order Book ◽  
Time Series Forecasting ◽  
Order Book ◽  
Limit Order ◽  
Bag Of Features ◽  
Financial Time
Sign in / Sign up

Export Citation Format

Share Document