Forecasting stock index price using the CEEMDAN-LSTM model
Y Lin, Y Yan, J Xu, Y Liao, F Ma - The North American Journal of Economics …, 2021 - Elsevier
This paper uses a mixture model that Long Short-Term Memory (LSTM) combines with
Complete Ensemble Empirical Mode Decomposition with Adaptive Noise (CEEMDAN) to …
Complete Ensemble Empirical Mode Decomposition with Adaptive Noise (CEEMDAN) to …
Identification of wave impacts and separation of responses using EMD
Various marine and off-shore structures experience rare extreme, and frequent substantial
wave impacts, and these impacts have significant implications respectively for the ultimate …
wave impacts, and these impacts have significant implications respectively for the ultimate …
A hybrid model for financial time‐series forecasting based on mixed methodologies
Z Luo, W Guo, Q Liu, Z Zhang - Expert Systems, 2021 - Wiley Online Library
This paper proposes a hybrid model that combines ensemble empirical mode
decomposition (EEMD), autoregressive integrated moving average (ARIMA), and Taylor …
decomposition (EEMD), autoregressive integrated moving average (ARIMA), and Taylor …
Causal decomposition on multiple time scales: Evidence from stock price-volume time series
C Xu, X Zhao, Y Wang - Chaos, Solitons & Fractals, 2022 - Elsevier
This paper proposes a new causal decomposition method and further applies it to the study
of information flow on different time scales between two financial time series. The method of …
of information flow on different time scales between two financial time series. The method of …
Out-of-sample equity premium predictability: An EMD-denoising based model
H Li, Y Mei, X Hao, Z Chen - Pacific-Basin Finance Journal, 2024 - Elsevier
The poor out-of-sample forecasting performance of the stock returns of various predictors
has been widely confirmed in the literature, which casts doubt on the reliability of stock …
has been widely confirmed in the literature, which casts doubt on the reliability of stock …
Intrinsic multi-scale dynamic behaviors of complex financial systems
FY Ouyang, B Zheng, XF Jiang - PloS one, 2015 - journals.plos.org
The empirical mode decomposition is applied to analyze the intrinsic multi-scale dynamic
behaviors of complex financial systems. In this approach, the time series of the price returns …
behaviors of complex financial systems. In this approach, the time series of the price returns …
Time series analysis for C2C conversion rate
K Gong, Y Peng, Y Wang, M Xu - Electronic Commerce Research, 2018 - Springer
The rise of online shopping by individuals in recent years has made e-commerce a crucial
topic of interest in research and practice. The critical question in this domain is the extent to …
topic of interest in research and practice. The critical question in this domain is the extent to …
Analisando a condição de pobreza: uma aplicação da decomposição em modo empírico
RD de Freitas Lucena, RFR da Costa… - Economia …, 2021 - revistas.usp.br
O presente artigo mensura os componentes permanente e transitório da pobreza nos
estados brasileiros. Para tanto, foi utilizado como suporte teórico o modelo proposto por …
estados brasileiros. Para tanto, foi utilizado como suporte teórico o modelo proposto por …
[PDF][PDF] Output gaps and the New Keynesian Phillips curve: An application of the Empirical mode Decomposition
YW Lai - Economics Bulletin, 2017 - accessecon.com
The output gap is a useful guide for economic slack and inflation dynamics. This paper
employs a newly developed filtering approach called empirical mode decomposition to …
employs a newly developed filtering approach called empirical mode decomposition to …
Empirical mode decomposition-based models for predicting direction of stock index movement
Y Pan, Y Hu - International Journal of Data Science, 2016 - inderscienceonline.com
In this paper, novel forecasting models based on empirical mode decomposition (EMD) are
proposed to predict the direction of stock market movement. The proposed models first use …
proposed to predict the direction of stock market movement. The proposed models first use …