Financial time series forecasting using empirical mode decomposition and support vector regression
Year of publication: |
2018
|
---|---|
Authors: | Nava, Noemi ; Di Matteo, Tiziana ; Aste, Tomaso |
Published in: |
Risks. - Basel : MDPI, ISSN 2227-9091. - Vol. 6.2018, 1, p. 1-21
|
Publisher: |
Basel : MDPI |
Subject: | empirical mode decomposition | support vector regression | forecasting |
-
Financial time series forecasting using empirical mode decomposition and support vector regression
Nava, Noemi, (2018)
-
Carbon Price Analysis Using Empirical Mode Decomposition
Zhu, Bangzhu, (2015)
-
Carbon price analysis using empirical mode decomposition
Zhu, Bangzhu, (2014)
- More ...
-
Financial time series forecasting using empirical mode decomposition and support vector regression
Nava, Noemi, (2018)
-
Anomalous volatility scaling in high frequency financial data
Nava, Noemi, (2015)
-
Risk diversification : a study of persistence with a filtered correlation-network approach
Musmeci, Nicoló, (2015)
- More ...