A new wavelet-based denoising algorithm for high-frequency financial data mining
Edward W. Sun; Thomas Meinl
| Year of publication: |
2012
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|---|---|
| Authors: | Sun, Edward W. ; Meinl, Thomas |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 217.2012, 3 (16.3.), p. 589-599
|
| Subject: | Simulation | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | USA | United States | Elektronisches Handelssystem | Electronic trading | Zustandsraummodell | State space model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009419039