Forecasting of stock return prices with sparse representation of financial time series over redundant dictionaries

Published 2016 View Full Article

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Title
Forecasting of stock return prices with sparse representation of financial time series over redundant dictionaries
Authors
Keywords
Financial time series, Artificial financial predictors, Sparse representation, Learned over-redundant dictionaries, Temporal feature extraction, Time-domain pattern recognition
Journal
EXPERT SYSTEMS WITH APPLICATIONS
Volume 57, Issue -, Pages 37-48
Publisher
Elsevier BV
Online
2016-03-19
DOI
10.1016/j.eswa.2016.03.021

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