Yi-Ting Chen

National Chiao-Tung University

1001 Da Hsueh Road

East District

Hsinchu 300, 30050

Taiwan

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Scholarly Papers (2)

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Improving Model Performance with the Wavelet Decomposition for High-Frequency Financial Data

Studies in Nonlinear Dynamics and Econometrics, 19(4): 445-467, 2015.

Posted: 21 Jan 2016

Yi-Ting Chen, Edward Sun and Min‐Teh Yu

National Chiao-Tung University, KEDGE Business School and National Tsing Hua University

Abstract:

2.

Generalized Optimal Wavelet Decomposing Algorithm for Big Financial Data

International Journal of Production Economics, 165: 194-214, 2015

Posted: 20 Jan 2016

Edward Sun, Yi-Ting Chen and Min‐Teh Yu

KEDGE Business School, National Chiao-Tung University and National Tsing Hua University

Abstract:

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