T. Kravets, PhD, Associate Professor, Taras Shevchenko National University of Kyiv Modeling of European stock indexes returns using wavelet analysis

The paper considers the clustering of European stock indexes returns using the methods of wavelet analysis. The modified method of forecasting of stock index returns based on wavelet decomposition, neural networks and SSA method, is proposed.

Keywords: wavelet analysis, forecasting, stock indexes returns.

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