Wavelet families and subsets.

Settings of the best-performing networks.

Performance of the models, MAPE ratio of evaluation results for TAIEX futures.

Performance of the models, MAPE ratio of evaluation results for SiMSCI futures.

The motivation behind this research is to innovatively combine new methods like wavelet, principal component analysis (PCA), and artificial neural network (ANN) approaches to...

Performance of the models, MAPE ratio of evaluation results for KOSPI futures.

Return of the models, results for NIKKEI 225 futures.

Profit of the models, results for TAIEX futures.

Profit of the models, results for SiMSCI futures.

Return of the models, results for HANG SENG futures.

Summary of Average Annual Returns from 2005 to 2014.

Return of the models, results for KOSPI futures.

Summary of forecasting performance, MAPE ratio, from 2005 to 2014.