المؤلفون: KILIC, Deniz Kenan, Uğur, Ömür

المصدر: 55th Meeting of EURO-Working-Group on Commodities and Financial Modelling (EWGCFM)

مصطلحات موضوعية: Time series analysis, Frequency domain analysis, Wavelets, Multiresolution analysis, Statistical analysis

جغرافية الموضوع: METU, Ankara, TURKEY

العلاقة: KILIC D. K. , UĞUR Ö., "Multiresolution analysis of S&P500 time series", ANNALS OF OPERATIONS RESEARCH, cilt.260, ss.197-216, 2018; 216; 84966700851; 197; https://hdl.handle.net/11511/31412Test; 260; WOS:000419148700010

الإتاحة: https://doi.org/10.1007/s10479-016-2215-3Test
https://hdl.handle.net/11511/31412Test

المؤلفون: Kılıç, Deniz Kenan

المساهمون: Uğur, Ömür, Department of Financial Mathematics

مصطلحات موضوعية: Nonlinear models, Neural networks, LSTM, Wavelets, Time series analysis, Finance, Multiresolution analysis, Wavelet neural network, Wavenet, Hybrid models, Arbis Subjects::Social Sciences and Humanities

وصف الملف: application/pdf

العلاقة: https://hdl.handle.net/11511/89561Test

الإتاحة: https://hdl.handle.net/11511/89561Test

المؤلفون: Deniz Kenan Kılıç, Ömür Uğur

المصدر: Kılıç, D K & Uğur, Ö 2018, ' Multiresolution analysis of S &P500 time series ', Annals of Operations Research, vol. 260, no. 1-2, pp. 197-216 . https://doi.org/10.1007/s10479-016-2215-3Test

مصطلحات موضوعية: Computer science, Multiresolution analysis, 0211 other engineering and technologies, Time series analysis, General Decision Sciences, 02 engineering and technology, Wavelets, Management Science and Operations Research, computer.software_genre, symbols.namesake, Wavelet, 0502 economics and business, Frequency domain analysis, medicine, Time series, 050208 finance, 021103 operations research, Series (mathematics), 05 social sciences, Wavelet transform, Seasonality, medicine.disease, Fourier transform, Statistical analysis, Frequency domain, symbols, Data mining, computer

الوصول الحر: https://explore.openaire.eu/search/publication?articleId=doi_dedup___::172fb0828cf3aa3f2cd0a492d7b064ddTest
https://doi.org/10.1007/s10479-016-2215-3Test

المؤلفون: Kılıç, Deniz Kenan, Uğur, Ömür

المصدر: Kılıç , D K & Uğur , Ö 2018 , ' Multiresolution analysis of S &P500 time series ' , Annals of Operations Research , vol. 260 , no. 1-2 , pp. 197-216 . https://doi.org/10.1007/s10479-016-2215-3Test

مصطلحات موضوعية: Frequency domain analysis, Multiresolution analysis, Statistical analysis, Time series analysis, Wavelets

العلاقة: https://vbn.aau.dk/da/publications/a1b2e1ce-68d9-4db5-a312-e432df7cea84Test

الإتاحة: https://doi.org/10.1007/s10479-016-2215-3Test
https://vbn.aau.dk/da/publications/a1b2e1ce-68d9-4db5-a312-e432df7cea84Test
http://www.scopus.com/inward/record.url?scp=84966700851&partnerID=8YFLogxKTest