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scientific article; zbMATH DE number 5538143

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Publication:3617876
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zbMATH Open1158.91463MaRDI QIDQ3617876FDOQ3617876

Konstantinos Drakakis

Publication date: 31 March 2009


Full work available at URL: http://www.m-hikari.com/imf-password2008/25-28-2008/drakakisIMF25-28-2008-1.pdf

Title of this publication is not available (Why is that?)


zbMATH Keywords

driftfinancesignal processingstochastic processesempirical mode decompositionenvelopeDow-Jones


Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Economic time series analysis (91B84) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)



Cited In (3)

  • How Do You Make A Time Series Sing Like a Choir? Extracting Embedded Frequencies from Economic and Financial Time Series using Empirical Mode Decomposition
  • Application of empirical mode decomposition with local linear quantile regression in financial time series forecasting
  • Dynamic mode decomposition for financial trading strategies






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