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Applications of Hilbert–Huang transform to non‐stationary financial time series analysis
7 references·16 citing·38 second hop
Applications of Hilbert–Huang transform to non‐stationary financial time series analysis (2003)Applications of Hilbert–Huang transform t…An Introduction to Econophysics: Correlations and Complexity in Finance (2000)An Introduction to Econophysi…Introduction to Econophysics (1999)Introduction to EconophysicsEssentials of Stochastic Finance (1999)Essentials of Stochastic Fina…Fractals and Scaling in Finance (1997)Fractals and Scaling in Finan…Random data: Analysis and measurement procedures (1987)Random data: Analysis and mea…Probabilistic Structural Dynamics: Advanced Theory and Applications (1967)Probabilistic Structural Dyna…Théorie de la spéculation (1900)Théorie de la spéculationTime Series Forecasting using LSTM and ARIMA (2023)Time Series Forecasting using…Recent advances in reinforcement learning in finance (2023)Recent advances in reinforcem…Trading volume and realized volatility forecasting: Evidence from the China stock market (2022)Trading volume and realized v…Recent Advances in Reinforcement Learning in Finance (2021)Recent Advances in Reinforcem…Improving forecasting accuracy of time series data using a new ARIMA-ANN hybrid method and empirical mode decomposition (2019)Improving forecasting accurac…Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? A multi-scale perspective (2018)Can economic policy uncertain…The relationship between regional natural gas markets and crude oil markets from a multi-scale nonlinear Granger causality perspective (2017)The relationship between regi…Real time stress detection system based on EEG signals (2016)Real time stress detection sy…Multivariate EMD-Based Modeling and Forecasting of Crude Oil Price (2016)Multivariate EMD-Based Modeli…Macroeconomic effects of oil price shocks in China: An empirical study based on Hilbert–Huang transform and event study (2014)Macroeconomic effects of oil …Carbon Price Analysis Using Empirical Mode Decomposition (2013)Carbon Price Analysis Using E…A novel time-series model based on empirical mode decomposition for forecasting TAIEX (2013)A novel time-series model bas…A Novel Multiscale Ensemble Carbon Price Prediction Model Integrating Empirical Mode Decomposition, Genetic Algorithm and Artificial Neural Network (2012)A Novel Multiscale Ensemble C…Arbitrary-order Hilbert spectral analysis for time series possessing scaling statistics: Comparison study with detrended fluctuation analysis and wavelet leaders (2011)Arbitrary-order Hilbert spect…Exploring time variants for short-term passenger flow (2010)Exploring time variants for s…A new approach for crude oil price analysis based on Empirical Mode Decomposition (2007)A new approach for crude oil …Imperfect Competition and the Effects of Energy Price Increases on Economic Activity (1996)Imperfect Competition and the Effects of Energy Price Increases on Economic Activity (1996)The Long-Run Evolution of Energy Prices (1999)Estimating the impact of extreme events on crude oil price: An EMD-based event analysis method (2009)A novel hybrid method for crude oil price forecasting (2015)A novel multiscale nonlinear ensemble leaning paradigm for carbon price forecasting (2018)Portfolio Selection: Efficient Diversification of Investments (1959)The Pricing of Options and Corporate Liabilities (1973)Generalized autoregressive conditional heteroskedasticity (1986)Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Non-Gaussian Ornstein–Uhlenbeck-based Models and Some of Their Uses in Financial Economics (2001)Random matrix approach to cross correlations in financial data (2002)Time series forecasting using a hybrid ARIMA and neural network model (2003)ARIMA forecasting of primary energy demand by fuel in Turkey (2006)A novel hybridization of artificial neural networks and ARIMA models for time series forecasting (2010)ARIMA Model for Accurate Time Series Stocks Forecasting (2020)Deep reinforcement learning for selecting demand forecast models to empower Industry 3.5 and an empirical study for a semiconductor component distributor (2020)A hybrid approach of adaptive wavelet transform, long short-term memory and ARIMA-GARCH family models for the stock index prediction (2021)PORTFOLIO SELECTION* (1952)A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options (1993)Reinforcement Learning for Quantitative Trading (2023)Dynamic datasets and market environments for financial reinforcement learning (2024)RETRACTED ARTICLE: Integrating Deep Learning and Reinforcement Learning for Enhanced Financial Risk Forecasting in Supply Chain Management (2024)EFFECTS OF SELF‐GENERATED RULES ON THE DEVELOPMENT OF SCHEDULE‐CONTROLLED BEHAVIOR (1992)Lapse in alertness: coherence of fluctuations in performance and EEG spectrum (1993)Cardiovascular and eye activity measures as indices for momentary changes in mental effort during simulated flight (2008)Scaling behaviour in the dynamics of an economic index (1995)5 Stochastic volatility (1996)Scaling of the distribution of fluctuations of financial market indices (1999)A tool for filtering information in complex systems (2005)How to Quantify Deterministic and Random Influences on the Statistics of the Foreign Exchange Market (2000)The cumulant process and Esscher's change of measure (2002)Option pricing and Esscher transform under regime switching (2005)First excursion probabilities for linear systems by very efficient importance sampling (2001)The extreme value distribution and dynamic reliability analysis of nonlinear structures with uncertain parameters (2006)The principle of preservation of probability and the generalized density evolution equation (2006)The politics of attention: how government prioritizes problems (2006)Power Laws in Economics and Finance (2009)
this work references cited by second hop

References

  • 1900Théorie de la spéculation2,605 cited
  • 1987Random data: Analysis and measurement procedures2,352 cited
  • 2000An Introduction to Econophysics: Correlations and Complexity in Finance2,342 cited
  • 1999Introduction to Econophysics1,831 cited
  • 1997Fractals and Scaling in Finance1,299 cited
  • 1967Probabilistic Structural Dynamics: Advanced Theory and Applications629 cited
  • 1999Essentials of Stochastic Finance412 cited

Cited by

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  • 2019Improving forecasting accuracy of time series data using a new ARIMA-ANN hybrid method and empirical mode decomposition309 cited
  • 2023Recent advances in reinforcement learning in finance211 cited
  • 2013Carbon Price Analysis Using Empirical Mode Decomposition132 cited
  • 2018Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? A multi-scale perspective120 cited
  • 2012A Novel Multiscale Ensemble Carbon Price Prediction Model Integrating Empirical Mode Decomposition, Genetic Algorithm and Artificial Neural Network114 cited
  • 2011Arbitrary-order Hilbert spectral analysis for time series possessing scaling statistics: Comparison study with detrended fluctuation analysis and wavelet leaders

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112 cited
  • 2013A novel time-series model based on empirical mode decomposition for forecasting TAIEX94 cited
  • 2016Real time stress detection system based on EEG signals79 cited
  • 2022Trading volume and realized volatility forecasting: Evidence from the China stock market78 cited
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  • 2014Macroeconomic effects of oil price shocks in China: An empirical study based on Hilbert–Huang transform and event study75 cited
  • 2017The relationship between regional natural gas markets and crude oil markets from a multi-scale nonlinear Granger causality perspective68 cited
  • 2021Recent Advances in Reinforcement Learning in Finance62 cited
  • 2016Multivariate EMD-Based Modeling and Forecasting of Crude Oil Price56 cited
  • 2010Exploring time variants for short-term passenger flow54 cited