Financial Time Series Forecasting Model Based on EMD and Rolling Grey Model

Binjing Li, Fenggui Liu, Jun Lin, Zhongfeng Wang. Financial Time Series Forecasting Model Based on EMD and Rolling Grey Model. In IEEE Workshop on Signal Processing Systems, SiPS 2020, Coimbra, Portugal, October 20-22, 2020. pages 1-6, IEEE, 2020. [doi]

@inproceedings{LiLLW20-4,
  title = {Financial Time Series Forecasting Model Based on EMD and Rolling Grey Model},
  author = {Binjing Li and Fenggui Liu and Jun Lin and Zhongfeng Wang},
  year = {2020},
  doi = {10.1109/SiPS50750.2020.9195218},
  url = {https://doi.org/10.1109/SiPS50750.2020.9195218},
  researchr = {https://researchr.org/publication/LiLLW20-4},
  cites = {0},
  citedby = {0},
  pages = {1-6},
  booktitle = {IEEE Workshop on Signal Processing Systems, SiPS 2020, Coimbra, Portugal, October 20-22, 2020},
  publisher = {IEEE},
  isbn = {978-1-7281-8099-1},
}