Online courses & Books
Data Mining
Data Science
Machine Learning
Maths
- Patrick Flandrin - Empirical Mode Decomposition
- 2018 - Maximal Overlap Discrete Wavelet Transform [Too complex: not completely clear yet]
Finance
- Computational Investing [TODO]
- 2006 - Popoola - Testing the Suitability of Wavelet Preprocessing for TSK Fuzzy Models
- 2015 - Jothimani - Discrete Wavelet Transform-Based Prediction of Stock Index A Study on National Stock Exchange Fifty Index
- 2019 - Adam King - Creating Bitcoin trading bots that don’t lose money
- To read: on Maximal Overlap Discrete Wavelet Transform (MODWT) and Empirical Mode Decomposition (EMD):
- Liu, Chen, Tian, Li, 2012: A hybrid model for wind speed prediction using empirical mode decomposition and artificial neural networks.
- Lahmiri, 2014: Wavelet low and high frequency components as features for predicting stock prices with backpropagation neural networks.
- Ortega, L., & Khashanah, K., 2014: A neuro-wavelet model for the short-term forecasting of high-frequency time series of stock returns.