A new hybrid forecasting model using wavelet-PCA and artificial neural network for futures markets / Mohammadali Mehralizadeh

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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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Bibliographic Details
Main Author:	Mohammadali , Mehralizadeh
Format:	Thesis
Published:	2018
Subjects:	HG Finance
Online Access:	http://studentsrepo.um.edu.my/14536/ http://studentsrepo.um.edu.my/14536/1/Mohammadali_Mehralizadeh.pdf

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