Improving prediction of exchange rates using Differential EMD.

Bhusana Premanode Chris Toumazou

Published in: Expert Syst. Appl. (2013)

Keyphrases

exchange rate
financial time series
prediction accuracy
distance measure
prediction model
stock price
prediction algorithm
currency exchange
long term
foreign exchange
information retrieval
k nearest neighbor
protein sequences
prediction error
empirical mode decomposition
risk aversion