TY  - JOUR
SN  - 1312885X
Y1  - 2011///
EP  - 326
VL  - 5
A1  - Al Wadi, S.
A1  - Ismail, M.T.
A1  - Alkhahazaleh, M.H.
A1  - Addul Karim, S.A.
JF  - Applied Mathematical Sciences
UR  - https://www.scopus.com/inward/record.uri?eid=2-s2.0-79952173522&partnerID=40&md5=6326b637265d0802973fdaeae72572ea
AV  - none
ID  - scholars2224
TI  - Selecting wavelet transforms model in forecasting financial time series data based on ARIMA model
SP  - 315
N2  - Recently, wavelet transforms have gained very high attention in many fields and applications such as physics, engineering, signal processing, applied mathematics and statistics. In this paper, we present the advantage of wavelet transforms in forecasting financial time series data. Amman stock market (Jordan) was selected as a tool to show the ability of wavelet transform in forecasting financial time series, experimentally. This article suggests a novel technique for forecasting the financial time series data, based on Wavelet transforms and ARIMA model. Daily return data from 1993 until 2009 is used for this study.
N1  - cited By 54
IS  - 5-8
ER  -