The paper proposes application of Wavelet Neural Network in high-frequency time series calendar effects' study. At last, the paper proves that WNN is better than classical FFF regression.

  • 提出了用小波神经网络(WNN)来定量研究高频金融时间序列日历效应,通过比较发现WNN是比弹性傅立叶形式(FFF)回归技术更具优势的方法。

  • 互联网摘选 2025-01-20 12:53:59

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