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Portfolio Selection Based on EMD Denoising with Correlation Coefficient Test Criterion

Noise is an important factor affecting portfolio performance, how to construct an effective denoising strategy is becoming increasingly important for investors. In this study, we theoretically explain the impact of noise on portfolio and argue the necessity of denoising. Next, the empirical mode dec...

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Detalles Bibliográficos
Autores principales: Su, Kuangxi, Yao, Yinhong, Zheng, Chengli, Xie, Wenzhao
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9702635/
https://www.ncbi.nlm.nih.gov/pubmed/36467874
http://dx.doi.org/10.1007/s10614-022-10345-4

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