Search Results - subject:"Variational mode decomposition"

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

Commodity futures price forecast based on multi-scale combination model

Liu, Yijia; Gao, Yukun; Shi, Yufeng; Zhang, Yuxue; Li, Li; … - In: International journal of financial engineering 9 (2022) 4, pp. 1-32

Persistent link: https://www.econbiz.de/10014234465

Hybrid data decomposition-based deep learning for Bitcoin prediction and algorithm trading

Li, Yuze; Jiang, Shangrong; Li, Xuerong; Wang, Shouyang - In: Financial innovation : FIN 8 (2022), pp. 1-24

In recent years, Bitcoin has received substantial attention as potentially high-earning investment. However, its volatile price movement exhibits great financial risks. Therefore, how to accurately predict and capture changing trends in the Bitcoin market is of substantial importance to...

Persistent link: https://www.econbiz.de/10013170254

Take Bitcoin into your portfolio : a novel ensemble portfolio optimization framework for broad commodity assets

Li, Yuze; Jiang, Shangrong; Wei, Yunjie; Wang, Shouyang - In: Financial innovation : FIN 7 (2021), pp. 1-26

(NEPO) framework utilized for broad commodity assets, which integrates a hybrid variational mode decomposition …

Persistent link: https://www.econbiz.de/10012617382