Wavelet Neural Network Model for Yield Spread Forecasting
In this study, a hybrid method based on coupling discrete wavelet transforms (DWTs) and artificial neural network (ANN) for yield spread forecasting is proposed. The discrete wavelet transform (DWT) using five different wavelet families is applied to decompose the five different yield spreads constr...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2017-11-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/5/4/72 |