An Application of Hilbert-Huang Transform: Stock Market Crash Prediction
碩士 === 國立中山大學 === 財務管理學系研究所 === 103 === In this paper, we forecast stock market crashes by innovative EEMD-based neural network approach with stock market indices. The concept of EMD is to decompose nonlinear and nonstationary time series signal for obtaining instantaneous frequency data. In order t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2015
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| Online Access: | http://ndltd.ncl.edu.tw/handle/86653115402168030885 |