Forecasting performance of wavelet neural networks and other neural network topologies: A comparative study based on financial market data sets

In this study, we analyse the advantageous effects of neural networks in combination with wavelet functions on the performance of financial market predictions. We implement different approaches in multiple experiments and test their predictive abilities with different financial time series. We demon...

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Bibliographic Details
Main Authors: Markus Vogl, Peter Gordon Rötzel, LL.M, Stefan Homes
Format: Article
Language:English
Published: Elsevier 2022-06-01
Series:Machine Learning with Applications
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2666827022000287