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This paper proposes an EMD-LSSVM (empirical mode decomposition least squares support vector machine) model to analyze the CSI 300 index. A WD-LSSVM (wavelet denoising least squares support machine) is also proposed as a benchmark to compare with the performance of EMD-LSSVM. Since parameters selection is vital to the performance of the model, different(More)
This study aims to model the characteristics of volatility of the exchange rate of the Chinese Yuan, based on the daily data of CNY and CNH over the period from August 23, 2010 to September 10, 2013, in the backdrop of RMB internationalization. By introducing both symmetric and asymmetric models of the generalized autoregressive conditional heteroscedastic(More)
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