Application of Empirical Mode Decomposition with Local Linear Quantile Regression in Financial Time Series Forecasting
This paper mainly forecasts the daily closing price of stockmarkets.We propose a two-stage technique that combines the empirical mode decomposition (EMD) with nonparametric methods of local linear quantile (LLQ).We use the proposed technique, EMDLLQ, to forecast two stock index time series. Detail...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | en |
| Published: |
Hindawi Publishing Corporation
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| Subjects: | |
| Online Access: | http://eprints.usm.my/38348/1/Application_of_Empirical_Mode_Decomposition_with_Local_Linear_Quantile_Regression_in.pdf http://eprints.usm.my/38348/ http://dx.doi.org/10.1155/2014/708918 |
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