A hybrid EMD-MA for forecasting stock market index (Q4605830)
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scientific article; zbMATH DE number 6844487
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| English | A hybrid EMD-MA for forecasting stock market index |
scientific article; zbMATH DE number 6844487 |
Statements
27 February 2018
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stock market index forecasting
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nonlinear and non-stationary time series
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empirical mode decomposition
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combined forecasting model
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heteroscedasticity time series
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0.7634532451629639
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0.7414602637290955
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0.7269555926322937
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0.7260760068893433
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0.722838282585144
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