Browsing by Subject "Empirical Mode Decomposition (EMD)"
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Combining empirical mode decomposition with neural networks for the prediction of exchange rates
(2014)The foreign exchange market is one of the largest and most active financial markets with enormous daily trading volumes. Exchange rates are influenced by the interactions of a large number of agents, each operating with ... -
Combining empirical mode decomposition with neural networks for the prediction of exchange rates
(SCITEPRESS (Science and Technology Publications, Lda.), 2014)This paper proposes a neural network based model applied to empirical mode decomposition (EMD) filtered data for multi-step-ahead prediction of exchange rates. EMD is used to decompose the returns of exchange rates into ...
