2 papers
stat.ME2025
Asset price movement prediction using empirical mode decomposition and Gaussian mixture models
Gabriel R. Palma, Mariusz SkoczeÅ, Phil Maguire
We investigated the use of Empirical Mode Decomposition (EMD) combined with Gaussian Mixture Models (GMM), feature engineering and machine learning algorithms to optimize trading d…
q-fin.ST2024
Combining supervised and unsupervised learning methods to predict financial market movements
Gabriel Rodrigues Palma, Mariusz SkoczeÅ, Phil Maguire
The decisions traders make to buy or sell an asset depend on various analyses, with expertise required to identify patterns that can be exploited for profit. In this paper we ident…