Multi-scale analysis of influencing factors for soybean futures price risk: adaptive Fourier decomposition mathematical model applied for the case of China

DOI10.1142/S021969132150017XMaRDI QIDQ5022950zbMATH OpenFDO

Authors Qiwei Xie, Ranran Liu, Jingyu Li, Xiaojiong Wang

Publication date 20 January 2022

Published in International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/S021969132150017X

zbMATH Keywords

adaptive Fourier decompositionChow testempirical mode decompositionprice fluctuationrisk management

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20)

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Cites work

• Adaptive decomposition by weighted inner functions: a generalization of Fourier series
• Adaptive Fourier decomposition and rational approximation. II: Software system design and development
• Adaptive Fourier decompositions and rational approximations. I: Theory
• Adaptive Fourier series---a variation of greedy algorithm
• BANDWIDTH EMPIRICAL MODE DECOMPOSITION AND ITS APPLICATION
• Comparison of adaptive mono-component decompositions
• EMD Revisited: A New Understanding of the Envelope and Resolving the Mode-Mixing Problem in AM-FM Signals
• Intrinsic mono-component decomposition of functions: an advance of Fourier theory
• Tests of Equality Between Sets of Coefficients in Two Linear Regressions
• The AFD methods to compute Hilbert transform
• Transient time-frequency distribution based on mono-component decompositions
• Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance

Cited in

(1)

• Identifying the influential factors of commodity futures prices through a new text mining approach

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