Portfolio optimization based on risk measures and Ensemble Empirical Mode Decomposition

被引:0
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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
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中图分类号
学科分类号
摘要
26
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