Empirical Mode Decomposition and Graph Transformation of the MSCI World Index: A Multiscale Topological Analysis for Graph Neural Network Modeling

Agustín M. de los Riscos, Julio E. Sandubete, Diego Carmona-Fernández +1

This study applies Empirical Mode Decomposition (EMD) to the MSCI World index and converts the resulting intrinsic mode functions (IMFs) into graph representations to enable modeli…