Portfolio selection based on emd denoising with correlation coefficient test criterion
Kuangxi Su, Yinhong Yao, Chengli Zheng, Wenzhao Xie
| Year of publication: |
2024
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|---|---|
| Authors: | Su, Kuangxi ; Yao, Yinhong ; Zheng, Chengli ; Xie, Wenzhao |
| Subject: | Correlation coefficient test | Empirical mode decomposition | Financial data denoising | Portfolio selection | Portfolio-Management | Korrelation | Correlation | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-022-10345-4 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014472254