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...
Saved in:
| 主要作者: | |
|---|---|
| 格式: | Thesis |
| 语言: | English |
| 出版: |
2018
|
| 主题: | |
| 在线阅读: | http://eprints.usm.my/43955/1/AHMAD%20MOHAMMAD%20AL-%20ABD%20AWAJAN.pdf |
| 标签: |
添加标签
没有标签, 成为第一个标记此记录!
|