A hybrid approach of wavelet transform, ARIMA and LSTM model for the share price index futures forecasting
Year of publication: |
2024
|
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Authors: | Zhang, Junting ; Liu, Haifei ; Bai, Wei ; Li, Xiaojing |
Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 69.2024, 2, Art.-No. 102022, p. 1-34
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Subject: | DWT-ARIMA-LSTM | Harr wavelet-based porous algorithm | Share price index futures | Timing trading strategy | Index-Futures | Index futures | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Aktienindex | Stock index | Theorie | Theory |
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