An Intelligent and Hybrid Weighted Fuzzy Time Series Model Based on Empirical Mode Decomposition for Financial Markets Forecasting
Yang, R., He, J., Xu, M., Ni, H., Jones, P., & Samatova, N. (2018, January 1). Lecture Notes in Computer Science, pp. 104–118.
author keywords: EMD; Weighted fuzzy time series; Human learning optimization algorithm; Financial markets forecasting
topics (OpenAlex): Stock Market Forecasting Methods; Energy Load and Power Forecasting; Market Dynamics and Volatility
TL;DR:
A new Intelligent Hybrid Weighted Fuzzy (IHWF) time series model to improve forecasting accuracy in financial markets, which are complex nonlinear time-sensitive systems, influenced by many factors.
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Sources: Web Of Science, ORCID