Work

Multidimensional k -nearest neighbor model based on EEMD for financial time series forecasting

Year: 2017

Type: article

Source: Physica A Statistical Mechanics and its Applications

DOI: 10.1016/j.physa.2017.02.072

Authors: Ningning Zhang, Aijing Lin, Pengjian Shang

Institution: Beijing Jiaotong University

Language: English

Topic: Stock Market Forecasting Methods

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

Funders: National Natural Science Foundation of China, Specialized Research Fund for the Doctoral Program of Higher Education of China

Awards: G1121066872, G2620910885, 非平稳信号的MFDCCA大偏差研究, G6905997360

OpenAlex ID: W2593740144

FWCI: 10.91

Cites: 50

Cited by: 134

Related to: 10