Portfolio optimization based on risk measures and Ensemble Empirical Mode Decomposition

被引:0
|
作者
Zheng, Chengli [1 ]
Yao, Yinhong [2 ]
机构
[1] School of Economics and Business Administration, Hua Zhong Normal University, Wuhan, China
[2] Institutes of Science and Development, Chinese Academy of Science, Beijing, China
关键词
716.1 Information Theory and Signal Processing - 914.1 Accidents and Accident Prevention;
D O I
暂无
中图分类号
学科分类号
摘要
26
引用
收藏
相关论文
共 50 条
  • [31] A Hybrid Model Based on Ensemble Empirical Mode Decomposition and Fruit Fly Optimization Algorithm for Wind Speed Forecasting
    Qu, Zongxi
    Zhang, Kequan
    Wang, Jianzhou
    Zhang, Wenyu
    Leng, Wennan
    ADVANCES IN METEOROLOGY, 2016, 2016
  • [32] A new formulation for empirical mode decomposition based on constrained optimization
    Meignen, Sylvain
    Perrier, Valerie
    IEEE SIGNAL PROCESSING LETTERS, 2007, 14 (12) : 932 - 935
  • [33] Novel optimization-based bidimensional empirical mode decomposition
    Xie, Qi
    Hu, Jianping
    Wang, Xiaochao
    Du, Ying
    Qin, Hong
    DIGITAL SIGNAL PROCESSING, 2023, 133
  • [34] Improvement of the Ensemble Empirical Mode Decomposition with Parallel Computing
    Safiullin, Nikolai
    2019 URAL SYMPOSIUM ON BIOMEDICAL ENGINEERING, RADIOELECTRONICS AND INFORMATION TECHNOLOGY (USBEREIT), 2019, : 256 - 259
  • [35] Ensemble Empirical Mode Decomposition for Machine Health Diagnosis
    Zhang, Jian
    Yan, Ruqiang
    Gao, Robert X.
    DAMAGE ASSESSMENT OF STRUCTURES VIII, 2009, 413-414 : 167 - 174
  • [36] ENSEMBLE EMPIRICAL MODE DECOMPOSITION WITH SUPERVISED CLUSTER ANALYSIS
    Kuo, Chih-Yu
    Wei, Shao-Kuan
    Tsai, Pi-Wen
    ADVANCES IN DATA SCIENCE AND ADAPTIVE ANALYSIS, 2013, 5 (01)
  • [37] Improvement of the Efficiency of Voice Control Based on the Complementary Ensemble Empirical Mode Decomposition
    Kazanferovich, Alimuradov Alan
    Pavlovich, Churakov Pyotr
    Iosifovich, Artemov Igor
    Yuryevich, Tychkov Alexander
    Victorovich, Kuzmin Andrey
    2016 INTERNATIONAL SIBERIAN CONFERENCE ON CONTROL AND COMMUNICATIONS (SIBCON), 2016,
  • [38] Fault Diagnosis of Rolling Element Bearings Based on Ensemble Empirical Mode Decomposition
    Feng Zhipeng
    Chen Yanjuan
    Ma Fei
    Liu Li
    Hao Rujiang
    Chu Fulei
    2011 30TH CHINESE CONTROL CONFERENCE (CCC), 2011, : 2992 - 2995
  • [39] GPU-BASED ENSEMBLE EMPIRICAL MODE DECOMPOSITION APPROACH TO SPECTRUM DISCRIMINATION
    Wang, Yung-Ling
    Ren, Hsuan
    Huang, Min-Yu
    Chang, Yang-Lang
    2012 4TH WORKSHOP ON HYPERSPECTRAL IMAGE AND SIGNAL PROCESSING (WHISPERS), 2012,
  • [40] A COMPLETE ENSEMBLE EMPIRICAL MODE DECOMPOSITION WITH ADAPTIVE NOISE
    Torres, Maria E.
    Colominas, Marcelo A.
    Schlotthauer, Gaston
    Flandrin, Patrick
    2011 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING, 2011, : 4144 - 4147