Enhanced Volatility Forecasting with Dual EMD
The article presents a new method called Dual Empirical Mode Decomposition (DEMD) to improve the accuracy of volatility prediction by extracting more information from raw financial data.
Featured in No. 12 on 17 Aug 2023 · 3 days after release
- Released
- 14 Aug 2023
- First featured
- No. 12 · 17 Aug 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4540455
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