Forecasting Exchange Rates via EEMD-Based Neural Networks

碩士 === 國立臺灣大學 === 經濟學研究所 === 100 === In this study, an ensemble empirical mode decomposition (EEMD) based feedforward neural network framework is proposed for exchange rate forecasting. For this purpose, the original exchange rate series is first decomposed into a finite (and often small) number of...

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Bibliographic Details
Main Authors: Hsuan Yu, 余軒
Other Authors: Ray-Yeutien Chou
Format: Others
Language:en_US
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/63265467745358572847