Portfolio selection based on emd denoising with correlation coefficient test criterion
Year of publication: |
2024
|
---|---|
Authors: | Su, Kuangxi ; Yao, Yinhong ; Zheng, Chengli ; Xie, Wenzhao |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 63.2024, 1, p. 391-421
|
Subject: | Correlation coefficient test | Empirical mode decomposition | Financial data denoising | Portfolio selection | Portfolio-Management | Korrelation | Correlation | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
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