And after the intraday periodicity factors are filtered through FFF regression, the high frequency absolute return of fund index doesn't have obvious periodicity any longer.
通过FFF方法，将该周期因子进行滤波处理以后，基金指数高频绝对收益不再具有明显周期性。
The paper proposes application of Wavelet Neural Network in high-frequency time series calendar effects' study. At last, the paper proves that WNN is better than classical FFF regression.
提出了用小波神经网络（WNN）来定量研究高频金融时间序列“日历效应”，通过比较发现WNN 是比弹性傅立叶形式（FFF）回归技术更具优势的方法。
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