Browsing Conference Papers by Subject "Empirical Mode Decomposition (EMD)"

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Combining empirical mode decomposition with neural networks for the prediction of exchange rates

Mouton, J.; Hoffman, A.J. (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 ...