SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Improving prediction of exchange rates using Differential EMD · Study

ArticleShelves

ArticleImproving prediction of exchange rates using Differential EMD

Bhusana Premanode2012

Article2012

Improving prediction of exchange rates using Differential EMD

Bhusana Premanode · C. Toumazou

75 citations·0/0 files stored·Expert Systems with Applications

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Stock Market Forecasting Methods Forecasting Techniques and Applications Financial Risk and Volatility Modeling

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 75 citations exist upstream.

References

1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle 1992ARCH modeling in finance 1994Autoregressive conditional heteroskedasticity and changes in regime 2003Financial time series forecasting using support vector machines 1994Chapter 49 Arch models 2004A New Approach to Markov-Switching GARCH Models 2002Improving GARCH volatility forecasts with regime-switching GARCH 2010Volatility and Time Series Econometrics

Cited by

2018Performance analysis of a higher order neural network with an improved shuffled frog leaping algorithm for currency exchange rate prediction 2016Multivariate EMD-Based Modeling and Forecasting of Crude Oil Price 2015A new approach for Baltic Dry Index forecasting based on empirical mode decomposition and neural networks 2016Artificial Neural Network and Time Series Modeling Based Approach to Forecasting the Exchange Rate in a Multivariate Framework 2022Modeling and Forecasting Commodity Futures Prices: Decomposition Approach

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2013How does news sentiment impact asset volatility? Evidence from long memory and regime-switching approachesarticle · 6 shared references 2011The exchange rate and macroeconomic determinants: Time-varying transitional dynamicsarticle · 6 shared references 2018Modelling Volatility of Cryptocurrencies Using Markov-Switching GARCH Modelsarticle · 5 shared references 2009An Introduction to Univariate GARCH Modelschapter · 5 shared references 2018Forecasting risk with Markov-switching GARCH models:A large-scale performance studyarticle · 5 shared references 2018Volatility forecasting of crude oil market: Can the regime switching GARCH model beat the single-regime GARCH models?article · 5 shared references

Details

Year2012

Typearticle

Published2012-08-06

VenueExpert Systems with Applications

ISSN-L0957-4174

Languageen

Citations75

Files0 public / 0

ShelfStock Market Forecasting Methods

Identifiers

doi10.1016/j.eswa.2012.07.048

openalex_workW2013619180

Links

Imported from OpenAlex (CC0) — nothing here is generated.

2023

Cryptocurrency Price Prediction Using Frequency Decomposition and Deep Learning

2019Non-Linear Interactions and Exchange Rate Prediction: Empirical Evidence Using Support Vector Regression

2016Forecasting Electricity Market Risk Using Empirical Mode Decomposition (EMD)—Based Multiscale Methodology