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Now equity returns are predictable has been called """"new fact in finance"""". in this paper, a two-stage neural network architecture constructed by combining Support Vector Machine (SVM) and Empirical Mode Decomposition (EMD) is proposed for stock market prediction. in the first stage, EMD is used to partition the whole input space into several disjoint regions...
Time series that composed of disperse observation like climatic time series have nonlinear and nonstationary features. Because of the superiority of Support Vector Machine in solving nonlinear problem and the advantage of Empirical Mode Decomposition in handling nonstationary signal, this paper combined the two methods in the research on chaotic time series prediction, and applied it to the seasonal...
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