Assessment of mutual fund performance based on Ensemble Empirical Mode Decomposition

Haoyu Wang; Junpeng Di; Zhaojun Yang; Qing Han

doi:10.1016/j.physa.2019.122804

ScienceGate Book Chapters

JOURNAL ARTICLE

Assessment of mutual fund performance based on Ensemble Empirical Mode Decomposition

Haoyu Wang Junpeng Di Zhaojun Yang Qing Han

Year: 2019 Journal: Physica A Statistical Mechanics and its Applications Vol: 538 Pages: 122804-122804 Publisher: Elsevier BV

DOI: 10.1016/j.physa.2019.122804

Get Full-Text PDF Get Analytical Report

Keywords:

Mutual fund Income fund Closed-end fund Portfolio Target date fund Mutual fund separation theorem Volatility (finance) Fund administration Business Economics Equity (law) Finance Open-end fund Fund of funds Econometrics Actuarial science Institutional investor

Metrics

Cited By

0.63

FWCI (Field Weighted Citation Impact)

Refs

0.73

Citation Normalized Percentile

Is in top 1%

Is in top 10%

Citation History

Topics

Stock Market Forecasting Methods

Social Sciences → Decision Sciences → Management Science and Operations Research

Financial Markets and Investment Strategies

Social Sciences → Economics, Econometrics and Finance → Finance

Energy Load and Power Forecasting

Physical Sciences → Engineering → Electrical and Electronic Engineering

Assessment of mutual fund performance based on Ensemble Empirical Mode Decomposition

Metrics

Citation History

Topics

Related Documents

Performance enhancement of ensemble empirical mode decomposition

PERFORMANCE EVALUATION OF ENSEMBLE EMPIRICAL MODE DECOMPOSITION

Bearing Performance Degradation Assessment Based on Ensemble Empirical Mode Decomposition and Affinity Propagation Clustering

Performance of the ensemble empirical mode decomposition (EEMD).

Performance Degradation Assessment for Bearing Based on Ensemble Empirical Mode Decomposition and Gaussian Mixture Model