An Intelligent and Hybrid Weighted Fuzzy Time Series Model Based on Empirical Mode Decomposition for Financial Markets Forecasting.
Ruixin YangJunyi HeMingyang XuHaoqi NiPaul JonesNagiza F. SamatovaPublished in: ICDM (2018)
Keyphrases
- empirical mode decomposition
- non stationary
- financial markets
- stock price
- financial time series
- technical indicators
- stock market prediction
- stock market
- exchange rate
- short term
- stock exchange
- intrinsic mode functions
- financial data
- garch model
- foreign exchange
- autoregressive
- long term
- investment strategies
- trading strategies
- multi band
- historical data
- multiresolution
- hilbert huang transform