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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...
Autores principales: | Su, Kuangxi, Yao, Yinhong, Zheng, Chengli, Xie, Wenzhao |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer US
2022
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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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