Bias effect on predicting market trends with EMD

Furlaneto, DC; Oliveira, LS; Menotti, D; Cavalcanti, GDC

Furlaneto, DC; Oliveira, LS (reprint author), UFPR, Av Cel Francisco H dos Santos 210, BR-81531970 Curitiba, Parana, Brazil.

EXPERT SYSTEMS WITH APPLICATIONS, 2017; 82 ( ): 19

Abstract

Financial time series are notoriously difficult to analyze and predict, given their non-stationary, highly oscillatory nature. In this study, we evalu......

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