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

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

doi:10.3390/e22010083

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

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

Computing Sciences

Research output: Contribution to journal › Article › Scientific › peer-review

22 Citations (Scopus)

Original language	English
Article number	83
Journal	Entropy
Volume	22
Issue number	1
DOIs	https://doi.org/10.3390/e22010083
Publication status	Published - 2020
Publication type	A1 Journal article-refereed

Keywords

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

Publication forum classification

Publication forum level 1

Access to Document

10.3390/e22010083

http://urn.fi/URN:NBN:fi:tuni-202008266664

Cite this

@article{6443230e4ff94310bc96e727029413bb,

title = "The decomposition and forecasting of mutual investment funds using singular spectrum analysis",

keywords = "Mutual investment funds, Robust singular spectrum analysis, Singular spectrum analysis, Time series forecasting, Mutual investment funds, Robust singular spectrum analysis, Singular spectrum analysis, Time series forecasting",

author = "P.C. Rodrigues and J. Pimentel and P. Messala and M. Kazemi and {Canas Rodrigues}, Paulo",

year = "2020",

doi = "10.3390/e22010083",

language = "English",

volume = "22",

journal = "Entropy",

issn = "1099-4300",

publisher = "Multidisciplinary Digital Publishing Institute (MDPI)",

number = "1",

}

TY - JOUR

T1 - The decomposition and forecasting of mutual investment funds using singular spectrum analysis

AU - Rodrigues, P.C.

AU - Pimentel, J.

AU - Messala, P.

AU - Kazemi, M.

AU - Canas Rodrigues, Paulo

PY - 2020

Y1 - 2020

KW - Mutual investment funds

KW - Robust singular spectrum analysis

KW - Singular spectrum analysis

KW - Time series forecasting

KW - Mutual investment funds

KW - Robust singular spectrum analysis

KW - Singular spectrum analysis

KW - Time series forecasting

U2 - 10.3390/e22010083

DO - 10.3390/e22010083

M3 - Article

SN - 1099-4300

VL - 22

JO - Entropy

JF - Entropy

IS - 1

M1 - 83

ER -