Wavelet neural networks : with applications in financial engineering, chaos, and classification /

• Main Author: Alexandridis, Antonis K.
• Other Authors: Zapranis, Achilleas, 1965-
• Format: eBook
• Language: English
• Published: Hoboken, New Jersey : John Wiley & Sons, Inc., [2014]
• Subjects: Wavelets (Mathematics); Neural networks (Computer science); Financial engineering.; COMPUTERS > General.; Electronic books.
• Physical Description: 1 online resource.
• Bibliography: Includes bibliographical references and index.
• ISBN: 9781118596296 (epub); 1118596293 (epub); 9781118595503 (pdf); 1118595505 (pdf); 9781118596272; 1118596277; 9781306685009; 1306685001
• DOI: 10.1002/9781118596272

Through extensive examples and case studies, Wavelet Neural Networks provides a step-by-step introduction to modeling, training, and forecasting using wavelet networks. The acclaimed authors present a statistical model identification framework to successfully apply wavelet networks in various applications, specifically, providing the mathematical and statistical framework needed for model selection, variable selection, wavelet network construction, initialization, training, forecasting and prediction, confidence intervals, prediction intervals, and model adequacy testing.