Exchange rate forecasting using modified empirical mode decomposition and least squares support vector machine

Exchange rate forecasting using modified empirical mode decomposition and least squares support vector machine

Forecasting exchange rate requires a model that can capture the non-stationary and non-linearity of the exchange rate data. In this paper, empirical mode decomposition (EMD) is combines with least squares support vector machine (LSSVM) model in order to forecast daily USD/TWD exchange rate. EMD is u...

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Bibliographic Details
Main Authors:	Abdul Rashid, Nur Izzati, Samsudin, Ruhaidah, Shabri, Ani
Format:	Article
Published:	International Center for Scientific Research and Studies 2016
Subjects:	QA75 Electronic computers. Computer science

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