Papadimitriou, Theophilos; Gogas, Periklis; … - Department of Economics, Democritus University of Thrace - 2013
We combine signal processing to machine learning methodologies by introducing a hybrid Ensemble Empirical Mode Decomposition (EEMD), Multivariate Adaptive Regression Splines (MARS) and Support Vector Regression (SVR) model in order to forecast the monthly and daily Euro (EUR)/United States...