Search Results - subject:"Empirical mode decomposition"

Can hybrid model improve the forecasting performance of stock price index amid COVID-19? : contextual evidence from the MEEMD-LSTM-MLP approach

Yang, Qu; Yu, Yuanyuan; Dai, Dongsheng; He, Qian; Lin, Yu - In: The North American journal of economics and finance : a … 74 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10015135677

Financial fragility indexes for Latin American countries

Martínez, Constanza; Čížek, Pavel; Benink, Harald A. - 2024

Persistent link: https://www.econbiz.de/10014478803

Information flow between BRVM and ESG stock returns : a frequency-dependent analysis

Kyei, Collins Baffour; Ampong, George Oppong Appiagyei; … - In: Research in globalization 8 (2024), pp. 1-23

This paper seeks to analyze the information flow between the Bourse Régionale des Valeurs Mobilières (BRVM) and Environmental, Social, and Governance (ESG) stocks, focusing on the time and frequency domains. By studying these aspects, we aim to gain a deeper understanding of how information is...

Persistent link: https://www.econbiz.de/10015047811

Pairs trading based on Empirical Mode Decomposition (EMD)

Zarintaj, Bahareh; Aghasi, Saeed; Baktash, Forozan - In: Iranian journal of finance 7 (2023) 3, pp. 95-119

Persistent link: https://www.econbiz.de/10014429061

Package AdvEMDpy : algorithmic variations of empirical mode decomposition in Python

Jaarsveldt, Cole van; Ames, Matthew; Peters, Gareth; … - In: Annals of actuarial science : publ. by the Institute of … 17 (2023) 3, pp. 606-642

Persistent link: https://www.econbiz.de/10014436792

Multiscale decomposition and spectral analysis of sector ETF price dynamics

Leung, Tim; Zhao, Theodore - In: Journal of Risk and Financial Management 14 (2021) 10, pp. 1-22

features a multiscale noise-assisted approach, called the complementary ensemble empirical mode decomposition (CEEMD), that …

Persistent link: https://www.econbiz.de/10013201148

Multiscale decomposition and spectral analysis of sector ETF price dynamics

Leung, Tim; Zhao, Theodore - In: Journal of risk and financial management : JRFM 14 (2021) 10, pp. 1-22

features a multiscale noise-assisted approach, called the complementary ensemble empirical mode decomposition (CEEMD), that …

Persistent link: https://www.econbiz.de/10012628813

Connectedness of cryptocurrencies and gold returns: Evidence from frequency-dependent quantile regressions

Owusu Junior, Peterson; Adam, Anokye M.; Tweneboah, George - In: Cogent Economics & Finance 8 (2020) 1, pp. 1-19

18 April 2019 are employed within the Ensemble Empirical Mode Decomposition and Quantile-in-Quantile regression …

Persistent link: https://www.econbiz.de/10014001570

Connectedness of cryptocurrencies and gold returns : evidence from frequency-dependent quantile regressions

Owusu Junior, Peterson; Adam, Anokye M.; Tweneboah, George - In: Cogent economics & finance 8 (2020) 1, pp. 1-19

18 April 2019 are employed within the Ensemble Empirical Mode Decomposition and Quantile-in-Quantile regression …

Persistent link: https://www.econbiz.de/10013179510

Financial time series forecasting using empirical mode decomposition and support vector regression

Nava, Noemi; Di Matteo, Tiziana; Aste, Tomaso - In: Risks 6 (2018) 1, pp. 1-21

We introduce a multistep-ahead forecasting methodology that combines empirical mode decomposition (EMD) and support …

Persistent link: https://www.econbiz.de/10011996563