A new multiscale decomposition ensemble approach for forecasting exchange rates
Shaolong Sun, Shouyang Wang, Yunjie Wei
| Year of publication: |
2019
|
|---|---|
| Authors: | Sun, Shaolong ; Wang, Shouyang ; Wei, Yunjie |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 81.2019, p. 49-58
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| Subject: | Ensemble learning | Exchange rates forecasting | Support vector neural network | Support vector regression | Variational mode decomposition | Wechselkurs | Exchange rate | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Mustererkennung | Pattern recognition | Dekompositionsverfahren | Decomposition method | Prognose | Forecast | Theorie | Theory | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2018.12.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012201456