Search Results - subject:"Mode decomposition"

Enhancing financial product forecasting accuracy using EMD and feature selection with ensemble models

Eddy Suprihadi; Danila, Nevi; Ali, Zaiton - In: Journal of open innovation : technology, market, and … 11 (2025) 2, pp. 1-15

This study examines the impact of Empirical Mode Decomposition (EMD) and Recursive Feature Elimination (RFE) on the …

Persistent link: https://www.econbiz.de/10015412175

Hybrid deep learning model with VMD-BiLSTM-GRU networks for short-term traffic flow prediction

Ma, Changxi; Hu, Yanming; Xu, Xuecai - In: Data science and management : DSM 8 (2025) 3, pp. 257-269

study proposes a hybrid model that combines variational mode decomposition (VMD), a bidirectional long short-term memory …

Persistent link: https://www.econbiz.de/10015550261

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

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

Prediction of wind energy with the use of tensor-train based higher order dynamic mode decomposition

Li, Keren; Utjužnikov, S. V. - In: Journal of forecasting 43 (2024) 7, pp. 2434-2447

Persistent link: https://www.econbiz.de/10015110473

Forecasting hourly PM2.5 concentrations based on decomposition-ensemble-reconstruction framework incorporating deep learning algorithms

Cai, Peilei; Zhang, Chengyuan; Chai, Jian - In: Data science and management : DSM 6 (2023) 1, pp. 46-54

this study, a new decomposition-ensemble framework incorporating the variational mode decomposition method (VMD …

Persistent link: https://www.econbiz.de/10014517994

Financial fragility indexes for Latin American countries

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

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

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

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

Persistent link: https://www.econbiz.de/10015520110

Package AdvEMDpy : algorithmic variations of empirical mode decomposition in Python

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

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