Application of Empirical Mode Decomposition with Local Linear Quantile Regression in Financial Time Series Forecasting

This paper mainly forecasts the daily closing price of stock markets. 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, EMD-LLQ, to forecast two stock index time series. Deta...

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Detalles Bibliográficos
Autores principales: Jaber, Abobaker M., Ismail, Mohd Tahir, Altaher, Alsaidi M.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Hindawi Publishing Corporation 2014
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4130315/
https://www.ncbi.nlm.nih.gov/pubmed/25140343
http://dx.doi.org/10.1155/2014/708918

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4130315/
https://www.ncbi.nlm.nih.gov/pubmed/25140343
http://dx.doi.org/10.1155/2014/708918

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