Kuei-Fang Chang

We don’t have enough information about this author to calculate their statistics. If you think this is an error let us know.
Learn More
We have established a DWT-based secondary self-regression model (AR(2)) to forecast stock value. This method requires the user to decide upon the trend of the stock prices. We later used WNN to forecast stock prices which does not require the user to decide upon the trend. When comparing these two methods, we could see that AR(2) does not perform as well if(More)
  • 1