Forecasting Performance Of Nonlinear And Nonstationary Stock Market Data Using Empirical Mode Decomposition

The stock market indices are typically non-linear and non-stationary with high heteroscedasticity data, which affect the accuracy and validity of the results of traditional forecasting methods. Therefore, this study focuses on decomposition method to solve the problem of non-linearity and non-stati...

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Bibliographic Details
Main Author: Awajan, Ahmad Mohammad Al-Abd
Format: Thesis
Published: 2018
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