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

Multi-scale dependence and risk contagion among international financial markets based on VMD-Vine copula-CoVaR

Yan, Xinzhu - In: Applied economics 57 (2025) 6, pp. 658-677

Persistent link: https://www.econbiz.de/10015192442

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

Predicting natural gas prices based on a novel hybrid model with variational mode decomposition

Lu, Qin; Liao, Jingwen; Chen, Kechi; Liang, Yanhui; Lin, Yu - In: Computational economics 63 (2024) 2, pp. 639-678

Persistent link: https://www.econbiz.de/10014472537

A novel hybrid deep-learning framework for medium-term container throughput forecasting : an application to China's Guangzhou, Qingdao and Shanghai hub ports

Zhang, Di; Li, Xinyuan; Wan, Chengpeng; Man, Jie - In: Maritime economics & logistics 26 (2024) 1, pp. 44-73

Persistent link: https://www.econbiz.de/10014507738

Explainable machine learning techniques based on attention gate recurrent unit and local interpretable model-agnostic explanations for multivariate wind speed forecasting

Peng, Lu; Lv, Sheng-Xiang; Wang, Lin - In: Journal of forecasting 43 (2024) 6, pp. 2064-2087

Persistent link: https://www.econbiz.de/10015110365

A multiscale and multivariable differentiated learning for carbon price forecasting

Chen, Linfei; Xuefeng, Zhao - In: Energy economics 131 (2024), pp. 1-19

Persistent link: https://www.econbiz.de/10015044808

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

Dynamic forecasting for nonstationary high-frequency financial data with jumps based on series decomposition and reconstruction

Song, Yuping; Li, Zhenwei; Ma, Zhiren; Sun, Xiaoyu - In: Journal of forecasting 42 (2023) 5, pp. 1055-1068

Persistent link: https://www.econbiz.de/10014338810