Fractal investigation and maximal overlap discrete wavelet transformation (MODWT)-based machine learning framework for forecasting exchange rates
Year of publication: |
2017
|
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Authors: | Ghosh, Indranil ; Chaudhuri, Tamal D. |
Published in: |
Studies in microeconomics. - London : Sage Publishing, ISSN 2321-8398, ZDB-ID 2727498-6. - Vol. 5.2017, 2, p. 105-131
|
Subject: | Hurst exponent | random walk model | fractal dimensional index | maximal overlap discrete wavelet transformation | random forest | bagging | Theorie | Theory | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model | Random Walk | Random walk | Wechselkurs | Exchange rate | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility |
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