Financial time series forecasting using empirical mode decomposition and support vector regression
Year of publication: |
March 2018
|
---|---|
Authors: | Nava, Noemi ; Di Matteo, Tiziana ; Aste, Tomaso |
Subject: | empirical mode decomposition | support vector regression | forecasting | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Theorie | Theory | Dekompositionsverfahren | Decomposition method | Zeitreihenanalyse | Time series analysis | Mustererkennung | Pattern recognition | Prognose | Forecast |
Type of publication: | Article |
---|---|
Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.3390/risks6010007 [DOI] hdl:10419/195797 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
A new multiscale decomposition ensemble approach for forecasting exchange rates
Sun, Shaolong, (2019)
-
Hajibabaei, Saeed, (2014)
-
Stasinakis, Charalampos, (2016)
- More ...
-
Financial time series forecasting using empirical mode decomposition and support vector regression
Nava, Noemi, (2018)
-
Anomalous volatility scaling in high frequency financial data
Nava, Noemi, (2015)
-
Centrality and Peripherality in Filtered Graphs from Dynamical Financial Correlations
Di Matteo, Tiziana, (2010)
- More ...