Using Hilbert-Huang transform for prediction of stock price index returns
碩士 === 中國文化大學 === 會計學系 === 98 === Time series is the sort of random data by successive times spaced. Financial time series is usually impacted by factor of non-linear and non-stationary. This research will compare the accuracy of hybrid model of Hilbert-Huang transform, independent component analysi...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/69475316743265270973 |