The decomposition and forecasting of mutual investment funds using singular spectrum analysis

P.C. Rodrigues, J. Pimentel, P. Messala, M. Kazemi, Paulo Canas Rodrigues

Research output: Contribution to journalArticleScientificpeer-review

5 Citations (Scopus)
Original languageEnglish
Article number83
JournalEntropy
Volume22
Issue number1
DOIs
Publication statusPublished - 2020
Publication typeA1 Journal article-refereed

Keywords

  • Mutual investment funds
  • Robust singular spectrum analysis
  • Singular spectrum analysis
  • Time series forecasting

Publication forum classification

  • Publication forum level 1

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