Empirical mode decomposition–based least squares support vector regression for foreign exchange rate forecasting

Economic Modelling ◽

10.1016/j.econmod.2012.07.018 ◽

2012 ◽

Vol 29 (6) ◽

pp. 2583-2590 ◽

Author(s):

Chiun-Sin Lin ◽

Sheng-Hsiung Chiu ◽

Tzu-Yu Lin

Keyword(s):

Exchange Rate ◽

Least Squares ◽

Support Vector Regression ◽

Empirical Mode Decomposition ◽

Foreign Exchange ◽

Foreign Exchange Rate ◽

Support Vector ◽

Exchange Rate Forecasting ◽

Mode Decomposition

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Forecasting carbon price using empirical mode decomposition and evolutionary least squares support vector regression

Applied Energy ◽

10.1016/j.apenergy.2017.01.076 ◽

2017 ◽

Vol 191 ◽

pp. 521-530 ◽

Author(s):

Bangzhu Zhu ◽

Dong Han ◽

Ping Wang ◽

Zhanchi Wu ◽

Tao Zhang ◽

...

Keyword(s):

Least Squares ◽

Support Vector Regression ◽

Empirical Mode Decomposition ◽

Carbon Price ◽

Support Vector ◽

Mode Decomposition

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Forecasting Carbon Price with Empirical Mode Decomposition and Least Squares Support Vector Regression

Pricing and Forecasting Carbon Markets ◽

10.1007/978-3-319-57618-3_8 ◽

2017 ◽

pp. 133-143 ◽

Author(s):

Bangzhu Zhu ◽

Julien Chevallier

Keyword(s):

Least Squares ◽

Support Vector Regression ◽

Empirical Mode Decomposition ◽

Carbon Price ◽

Support Vector ◽

Mode Decomposition

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Integrating Application of Independent Component Analysis and Support Vector Machine in Foreign Exchange Rate Forecasting

INTERNATIONAL JOURNAL ON Advances in Information Sciences and Service Sciences ◽

10.4156/aiss.vol4.issue4.4 ◽

2012 ◽

Vol 4 (4) ◽

pp. 27-34 ◽

Author(s):

Feng Han ◽

Chi Xie ◽

Lan Ding ◽

GangJin Wang

Keyword(s):

Support Vector Machine ◽

Exchange Rate ◽

Independent Component Analysis ◽

Foreign Exchange ◽

Component Analysis ◽

Foreign Exchange Rate ◽

Independent Component ◽

Support Vector ◽

Exchange Rate Forecasting

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Hybrid Intelligent Forecasting Model Based on Empirical Mode Decomposition, Support Vector Regression and Adaptive Linear Neural Network

Lecture Notes in Computer Science - Advances in Natural Computation ◽

10.1007/11539117_47 ◽

2005 ◽

pp. 324-327 ◽

Author(s):

Zhengjia He ◽

Qiao Hu ◽

Yanyang Zi ◽

Zhousuo Zhang ◽

Xuefeng Chen

Keyword(s):

Neural Network ◽

Support Vector Regression ◽

Empirical Mode Decomposition ◽

Support Vector ◽

Forecasting Model ◽

Model Based ◽

Mode Decomposition ◽

Linear Neural Network

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Foreign-Exchange-Rate Forecasting With Artificial Neural Networks

10.1007/978-0-387-71720-3 ◽

2007 ◽

Author(s):

Lean Yu ◽

Shouyang Wang ◽

Kin Keung Lai

Keyword(s):

Neural Networks ◽

Artificial Neural Networks ◽

Exchange Rate ◽

Foreign Exchange ◽

Foreign Exchange Rate ◽

Exchange Rate Forecasting ◽

Artificial Neural

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Double Exponential-Smoothing Neural Network for Foreign Exchange Rate Forecasting

2018 2nd East Indonesia Conference on Computer and Information Technology (EIConCIT) ◽

10.1109/eiconcit.2018.8878591 ◽

2018 ◽

Author(s):

Muladi ◽

Sherly Allsa Siregar ◽

Aji Prasetya Wibawa

Keyword(s):

Neural Network ◽

Exchange Rate ◽

Foreign Exchange ◽

Exponential Smoothing ◽

Foreign Exchange Rate ◽

Exchange Rate Forecasting ◽

Double Exponential ◽

Double Exponential Smoothing

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Electric load forecasting by complete ensemble empirical mode decomposition adaptive noise and support vector regression with quantum-based dragonfly algorithm

Nonlinear Dynamics ◽

10.1007/s11071-019-05252-7 ◽

2019 ◽

Vol 98 (2) ◽

pp. 1107-1136 ◽

Author(s):

Zichen Zhang ◽

Wei-Chiang Hong

Keyword(s):

Support Vector Regression ◽

Empirical Mode Decomposition ◽

Load Forecasting ◽

Ensemble Empirical Mode Decomposition ◽

Support Vector ◽

Electric Load ◽

Dragonfly Algorithm ◽

Mode Decomposition ◽

Adaptive Noise ◽

Electric Load Forecasting

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Energy Load Forecasting Using Empirical Mode Decomposition and Support Vector Regression

IEEE Transactions on Smart Grid ◽

10.1109/tsg.2012.2235089 ◽

2013 ◽

Vol 4 (1) ◽

pp. 549-556 ◽

Author(s):

Luca Ghelardoni ◽

Alessandro Ghio ◽

Davide Anguita

Keyword(s):

Support Vector Regression ◽

Empirical Mode Decomposition ◽

Load Forecasting ◽

Support Vector ◽

Mode Decomposition

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Financial Time Series Forecasting Using Empirical Mode Decomposition and Support Vector Regression

Risks ◽

10.3390/risks6010007 ◽

2018 ◽

Vol 6 (1) ◽

pp. 7 ◽

Author(s):

Noemi Nava ◽

Tiziana Matteo ◽

Tomaso Aste

Keyword(s):

Time Series ◽

Support Vector Regression ◽

Empirical Mode Decomposition ◽

Financial Time Series ◽

Time Series Forecasting ◽

Support Vector ◽

Financial Time ◽

Mode Decomposition

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New hybridization of empirical mode decomposition and least squares support vector machine model in forecasting Malaysia exchange rates

2017 International Conference on Robotics, Automation and Sciences (ICORAS) ◽

10.1109/icoras.2017.8308069 ◽

2017 ◽

Author(s):

Nur Izzati Abdul Rashid ◽

Ani Shabri ◽

Ruhaidah Samsudin

Keyword(s):

Support Vector Machine ◽

Exchange Rates ◽

Least Squares ◽

Empirical Mode Decomposition ◽

Support Vector Machine Model ◽

Support Vector ◽

Machine Model ◽

Mode Decomposition

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