Lin, Chiun-Sin; Chiu, Sheng-Hsiung; Lin, Tzu-Yu - In: Economic Modelling 29 (2012) 6, pp. 2583-2590
, this study proposes a hybrid forecasting model using empirical mode decomposition (EMD) and least squares support vector … regression (LSSVR) for foreign exchange rate forecasting. EMD is used to decompose the dynamics of foreign exchange rate into …