3 papers
cs.LG2025
Empirical Mode Decomposition and Graph Transformation of the MSCI World Index: A Multiscale Topological Analysis for Graph Neural Network Modeling
AgustÃn 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…
econ.GN2025
Explainable Artificial Intelligence for Economic Time Series: A Comprehensive Review and a Systematic Taxonomy of Methods and Concepts
AgustÃn GarcÃa-GarcÃa, Pablo Hidalgo, Julio E. Sandubete
Explainable Artificial Intelligence (XAI) is increasingly required in computational economics, where machine-learning forecasters can outperform classical econometric models but re…
econ.EM2025
Explainable Prediction of Economic Time Series Using IMFs and Neural Networks
Pablo Hidalgo, Julio E. Sandubete, AgustÃn GarcÃa-GarcÃa
This study investigates the contribution of Intrinsic Mode Functions (IMFs) derived from economic time series to the predictive performance of neural network models, specifically M…