Forecasting stock market returns by combining sum-of-the-parts and ensemble empirical mode decomposition
Year of publication: |
2020
|
---|---|
Authors: | Dai, Zhifeng ; Zhu, Huan |
Subject: | asset allocation | ensemble empirical mode decomposition | Predictability | stock returns | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Dekompositionsverfahren | Decomposition method | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Prognose | Forecast |
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