Financial Time Series Forecasting Using Empirical Mode Decomposition and Support Vector Regression

Author： Nava Noemi   Di Matteo Tiziana   Aste Tomaso  

Publisher： MDPI

E-ISSN： 2227-9091|6|1|7-7

ISSN： 2227-9091

Source： Risks, Vol.6, Iss.1, 2018-02, pp. : 7-7

Access to resources Favorite

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Multiple Time Series Forecasting Using Quasi-Randomized Functional Link Neural Networks

By Moudiki Thierry   Planchet Frédéric   Cousin Areski  

Risks, Vol. 6, Iss. 1, 2018-03 ,pp. : 22-22

MDPI

Access to resources Recommend Favorite

Multivariate Functional Time Series Forecasting: Application to Age-Specific Mortality Rates

By Gao Yuan   Shang Han Lin  

Risks, Vol. 5, Iss. 2, 2017-03 ,pp. : 21-21

MDPI

Access to resources Recommend Favorite

Fixed-b Inference for Testing Structural Change in a Time Series Regression

By Cho Cheol-Keun   Vogelsang Timothy J.  

Econometrics, Vol. 5, Iss. 1, 2016-12 ,pp. : 2-2

MDPI

Access to resources Recommend Favorite

The Determinants of Equity Risk and Their Forecasting Implications: A Quantile Regression Perspective

By Bonaccolto Giovanni   Caporin Massimiliano  

Journal of Risk and Financial Management, Vol. 9, Iss. 3, 2016-07 ,pp. : 8-8

MDPI

Access to resources Recommend Favorite

Bayesian Inference for Latent Factor Copulas and Application to Financial Risk Forecasting

By Schamberger Benedikt   Gruber Lutz F.   Czado Claudia  

Econometrics, Vol. 5, Iss. 2, 2017-05 ,pp. : 21-21

MDPI

Access to resources Recommend Favorite