Application of Empirical Mode Decomposition with Local Linear
Quantile Regression in Financial Time Series Forecasting

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Application of Empirical Mode Decomposition with Local Linear Quantile Regression in Financial Time Series Forecasting

This paper mainly forecasts the daily closing price of stockmarkets.We propose a two-stage technique that combines the empirical mode decomposition (EMD) with nonparametric methods of local linear quantile (LLQ).We use the proposed technique, EMDLLQ, to forecast two stock index time series. Detail...

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Bibliographic Details
Main Authors:	M. Jaber, Abobaker, Ismail, Mohd Tahir, M. Altaher, Alsaidi
Format:	Article
Language:	English
Published:	Hindawi Publishing Corporation
Subjects:	QA1-939 Mathematics
Online Access:	http://eprints.usm.my/38348/ http://eprints.usm.my/38348/1/Application_of_Empirical_Mode_Decomposition_with_Local_Linear_Quantile_Regression_in.pdf

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