Multidimensional KNN algorithm based on EEMD and complexity measures in financial time series forecasting

Guancen Lin, Aijing Lin, Jianing Cao. Multidimensional KNN algorithm based on EEMD and complexity measures in financial time series forecasting. Expert Syst. Appl., 168:114443, 2021. [doi]

Authors

Guancen Lin

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Aijing Lin

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Jianing Cao

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