Haoqi Ni

College of Engineering

2018 article

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.

By: R. Yang n, J. He*, M. Xu n, H. Ni n, P. Jones n & N. Samatova*

Contributors: R. Yang n, J. He*, M. Xu n, H. Ni n, P. Jones n & N. Samatova*

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. (via Semantic Scholar)
Sources: Web Of Science, ORCID
Added: June 17, 2019

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