Improving artificial neural network based stock forecasting using fourier de-noising and Hodrick-Prescott Filter

Aditya Mitra, Lipo Wang. Improving artificial neural network based stock forecasting using fourier de-noising and Hodrick-Prescott Filter. In 10th International Conference on Information, Communications and Signal Processing, ICICS 2015, Singapore, December 2-4, 2015. pages 1-5, IEEE, 2015. [doi]

Authors

Aditya Mitra

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Lipo Wang

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