most citedFinancial Time Series Analysis and Forecasting with HHT Feature Generation and Machine Learning

1 citations · 1 across the 2 of their papers we have counts for

collaborators

2 papers

q-fin.CP2021★ 1 cited

Financial Time Series Analysis and Forecasting with HHT Feature Generation and Machine Learning

Tim Leung, Theodore Zhao

We present the method of complementary ensemble empirical mode decomposition (CEEMD) and Hilbert-Huang transform (HHT) for analyzing nonstationary financial time series. This noise…

q-fin.ST2021

Adaptive Complementary Ensemble EMD and Energy-Frequency Spectra of Cryptocurrency Prices

Tim Leung, Theodore Zhao

We study the price dynamics of cryptocurrencies using adaptive complementary ensemble empirical mode decomposition (ACE-EMD) and Hilbert spectral analysis. This is a multiscale noi…