Application of Empirical Mode Decomposition with Local Linear Quantile Regression in Financial Time Series Forecasting
This paper mainly forecasts the daily closing price of stockmarkets.We propose a two-stage technique that combines the empirical mode decomposition (EMD) with nonparametric methods of local linear quantile (LLQ).We use the proposed technique, EMDLLQ, to forecast two stock index time series. Detail...
Main Authors: | M. Jaber, Abobaker, Ismail, Mohd Tahir, M. Altaher, Alsaidi |
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Format: | Article |
Language: | English |
Published: |
Hindawi Publishing Corporation
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Subjects: | |
Online Access: | http://eprints.usm.my/38348/1/Application_of_Empirical_Mode_Decomposition_with_Local_Linear_Quantile_Regression_in.pdf |
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