Nava, Noemi; Di Matteo, Tiziana; Aste, Tomaso - In: Risks : open access journal 6 (2018) 1, pp. 1-21
vector regression (SVR). This methodology is based on the idea that the forecasting task is simplified by using as input for …We introduce a multistep-ahead forecasting methodology that combines empirical mode decomposition (EMD) and support …