Factor analysis of financial time series using EEMD-ICA based approach
Analyses of financial time series and exploring its underlying characteristic factors are longstanding research problems. Ensemble empirical mode decomposition (EEMD) and independent component analysis (ICA) are two methods developed to deal with these problems in nonlinear and non-stationary time s...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2020-01-01
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| Series: | Sustainable Futures |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2666188819300036 |