Forecasting Performance Of Nonlinear And Nonstationary Stock Market Data Using Empirical Mode Decomposition
The stock market indices are typically non-linear and non-stationary with high heteroscedasticity data, which affect the accuracy and validity of the results of traditional forecasting methods. Therefore, this study focuses on decomposition method to solve the problem of non-linearity and non-stati...
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| フォーマット: | 学位論文 |
| 言語: | 英語 |
| 出版事項: |
2018
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| 主題: | |
| オンライン･アクセス: | http://eprints.usm.my/43955/ |