Wavelet-based prediction of financial data

碩士 === 國立臺北大學 === 統計學系 === 98 === Regarding to the model building of financial products, many researchers applied regression method to build time series model for analysis and prediction. The regression model of time series data developed from the earliest Autoregressive model (AR model) to present...

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Bibliographic Details
Main Authors: Lu,i-shan, 呂宜珊
Other Authors: LI, MENG-FENG
Format: Others
Language:zh-TW
Published: 2010
Online Access:http://ndltd.ncl.edu.tw/handle/69675921817104331020