How external trends and internal components decomposition method improve the predictability of financial time series?

HIGHLIGHTS

  • who: Fatene Dioubi and Adnan Khurshid from the Zhejiang Normal University, Jinhua, China have published the Article: How External Trends and Internal Components Decomposition Method Improve the Predictability of Financial Time Series?, in the Journal: (JOURNAL) of May/28,/2019
  • what: This study is intended to investigate the impact of decomposing on improving In this study, the ApEn of the S and amp; P 500 daily stocks were calculated using 3 different parameter values from Table 1. This study examines the effect of both high and daily frequency price changes on predictability.

SUMMARY . . .

 

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