Neuro-wavelet Model for price prediction in high-frequency data in the Mexican Stock market
With the availability of high frequency data and new techniques for the management of noise in signals, we revisit the question, can we predict financial asset prices? The present work proposes an algorithm for next-step log-return prediction. Data in frequencies from 1 to 15 minutes, for 25 high ca...
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| Vydáno v: | Revista Mexicana de Economía y Finanzas. Nueva Época / Mexican Journal of Economics and Finance |
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| Hlavní autoři: | , , |
| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
Instituto Mexicano de Ejecutivos de Finanzas A.C.
2022
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| Témata: | |
| On-line přístup: | https://www.redalyc.org/articulo.oa?id=423772994006 https://www.redalyc.org/journal/4237/423772994006/ https://www.redalyc.org/journal/4237/423772994006/html/ https://www.redalyc.org/journal/4237/423772994006/423772994006.epub https://www.redalyc.org/journal/4237/423772994006/movil |
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