Search Results - subject:"ensemble 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

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

Macroeconomic shocks, market uncertainty and speculative bubbles : a decomposition-based predictive model of Indian stock markets

Ghosh, Indranil; Chaudhuri, Tama Datta; Sakar, Sunita; … - In: China finance review international 15 (2025) 1, pp. 166-201

Persistent link: https://www.econbiz.de/10015323973

Interval forecasting of carbon price with a novel hybrid multiscale decomposition and bootstrap approach

Zhu, Bangzhu; Wan, Chunzhuo; Wang, Ping; Chevallier, Julien - In: Journal of forecasting 44 (2025) 2, pp. 376-390

Persistent link: https://www.econbiz.de/10015374041

Cryptocurrency and African fiat currencies : a peaceful coexistence?

Kumah, Seyram Pearl - In: Economic notes 53 (2024) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10014468712

Limited information limits accuracy : whether ensemble empirical mode decomposition improves crude oil spot price prediction?

Xu, Kunliang; Wang, Weiqing - In: International review of financial analysis 87 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014460453

Enriching the value-at-risk framework to ensemble empirical mode decomposition with an application to the European carbon market

Zhu, Bangzhu; Wang, Ping; Chevallier, Julien; Wei, Yi-Ming - In: International journal of finance & economics : IJFE 28 (2023) 3, pp. 2975-2988

Persistent link: https://www.econbiz.de/10014327636

Asymmetric stock-bond interrelationships in Islamic markets : EEMD-based frequency-dependent and causality analyses

Bossman, Ahmed; Owusu Junior, Peterson; Adam, Anokye Mohamed - In: Global business & economics review 28 (2023) 4, pp. 388-424

Persistent link: https://www.econbiz.de/10014306681

Intelligent machine fault diagnosis with effective denoising using EEMD-ICA- FuzzyEn and CNN

Zhou, Hanting; Chen, Wenhe; Shen, Changqing; Cheng, … - In: International journal of production research 61 (2023) 23, pp. 8252-8264

Persistent link: https://www.econbiz.de/10014452638

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