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Forecasting stock market returns by combining sum-of-the-parts and ensemble empirical mode decomposition |
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| Authors: | Zhifeng Dai Huan Zhu |
| Institution: | 1. Department of Statistics, Changsha University of Science and Technology, Changsha, Hunan, Chinazhifengdai823@163.com;3. Department of Statistics, Changsha University of Science and Technology, Changsha, Hunan, China |
| Abstract: | |
| Keywords: | Predictability stock returns asset allocation ensemble empirical mode decomposition |