107 citations · 123 across the 5 of their papers we have counts for
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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…