A new hybrid forecasting model using wavelet-PCA and artificial neural network for futures markets / Mohammadali Mehralizadeh
The motivation behind the present study is to determine whether stock indices futures possess long-term memory and entropy, and whether they follow the adaptive market hypothesis (AMH). Another motivation is to specify whether innovatively combined new methods such as wavelets, principal component a...
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| Format: | Thesis |
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2018
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| Online Access: | http://studentsrepo.um.edu.my/14536/1/Mohammadali_Mehralizadeh.pdf http://studentsrepo.um.edu.my/14536/ |
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