Forecasting Outlier Occurrence in Stock Market Time Series Based on Wavelet Transform and Adaptive ELM Algorithm

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Journal of Mathematical Finance

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ISSN Online: 2162-2442
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"Forecasting Outlier Occurrence in Stock Market Time Series Based on Wavelet Transform and Adaptive ELM Algorithm"
written by Nargess Hosseinioun,
published by Journal of Mathematical Finance, Vol.6 No.1, 2016

has been cited by the following article(s):

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[2]	Stock market anomaly detection: Case study of China’s securities market insider trading INTERNATIONAL CONFERENCE ON STATISTICS AND DATA SCIENCE 2021, 2022 DOI:10.1063/5.0109428

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[10]	A New Methodology Based on Imbalanced Classification for Predicting Outliers in Electricity Demand Time Series Energies, 2016 DOI:10.3390/en9090752

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