In order to provide theory foundation for financial market analysis, prediction and regulation, the author results thoroughly in financial time series by using data mining and wavelet.

• 本文充分利用数据挖掘和小波理论的优越性能对金融时间序列进行深入研究,从而为金融市场分析、预?y和监管提供理论依据。 主要研究内容如下: