Asset price movement prediction using empirical mode decomposition and Gaussian mixture models
Fuente:
arXiv
Saved in:
| Main Authors: | Palma, Gabriel R., Skoczeń, Mariusz, Maguire, Phil |
|---|---|
| Format: | Preprint |
| Published: |
2025
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Combining supervised and unsupervised learning methods to predict financial market movements
by: Palma, Gabriel Rodrigues, et al.
Published: (2024)
by: Palma, Gabriel Rodrigues, et al.
Published: (2024)
Estimating the number of household TV profiles based in customer behaviour using Gaussian mixture model averaging
by: Palma, Gabriel R., et al.
Published: (2025)
by: Palma, Gabriel R., et al.
Published: (2025)
Dirichlet process mixtures of block $g$ priors for model selection and prediction in linear models
by: Porwal, Anupreet, et al.
Published: (2024)
by: Porwal, Anupreet, et al.
Published: (2024)
The Concordance Index decomposition: A measure for a deeper understanding of survival prediction models
by: Alabdallah, Abdallah, et al.
Published: (2022)
by: Alabdallah, Abdallah, et al.
Published: (2022)
Parsimonious Gaussian mixture models with piecewise-constant eigenvalue profiles
by: Szwagier, Tom, et al.
Published: (2025)
by: Szwagier, Tom, et al.
Published: (2025)
Dendrogram of mixing measures: Hierarchical clustering and model selection for finite mixture models
by: Do, Dat, et al.
Published: (2024)
by: Do, Dat, et al.
Published: (2024)
Adaptive finite element type decomposition of Gaussian processes
by: Kim, Jaehoan, et al.
Published: (2025)
by: Kim, Jaehoan, et al.
Published: (2025)
Online scalable Gaussian processes with conformal prediction for guaranteed coverage
by: Xu, Jinwen, et al.
Published: (2024)
by: Xu, Jinwen, et al.
Published: (2024)
Holdouts set for safe predictive model updating
by: Haidar-Wehbe, Sami, et al.
Published: (2022)
by: Haidar-Wehbe, Sami, et al.
Published: (2022)
BARTSIMP: flexible spatial covariate modeling and prediction using Bayesian additive regression trees
by: Jiang, Alex Ziyu, et al.
Published: (2023)
by: Jiang, Alex Ziyu, et al.
Published: (2023)
Learning linear acyclic causal model including Gaussian noise using ancestral relationships
by: Cai, Ming, et al.
Published: (2024)
by: Cai, Ming, et al.
Published: (2024)
Design-marginal calibration of Gaussian process predictive distributions: Bayesian and conformal approaches
by: Pion, Aurélien, et al.
Published: (2025)
by: Pion, Aurélien, et al.
Published: (2025)
Overview and practical recommendations on using Shapley Values for identifying predictive biomarkers via CATE modeling
by: Svensson, David, et al.
Published: (2025)
by: Svensson, David, et al.
Published: (2025)
A fast non-reversible sampler for Bayesian finite mixture models
by: Ascolani, Filippo, et al.
Published: (2025)
by: Ascolani, Filippo, et al.
Published: (2025)
Conformal prediction for frequency-severity modeling
by: Graziadei, Helton, et al.
Published: (2023)
by: Graziadei, Helton, et al.
Published: (2023)
Gaussian process interpolation with conformal prediction: methods and comparative analysis
by: Pion, Aurélien, et al.
Published: (2024)
by: Pion, Aurélien, et al.
Published: (2024)
Stability of clinical prediction models developed using statistical or machine learning methods
by: Riley, Richard D, et al.
Published: (2022)
by: Riley, Richard D, et al.
Published: (2022)
Convex estimation of Gaussian graphical regression models with covariates
by: Liu, Ruobin, et al.
Published: (2024)
by: Liu, Ruobin, et al.
Published: (2024)
Turtle shell clustering: A mixture approach to discriminative clustering with applications to flow cytometry and other data
by: Neal, Mackenzie R., et al.
Published: (2026)
by: Neal, Mackenzie R., et al.
Published: (2026)
Sparse high-dimensional linear mixed modeling with a partitioned empirical Bayes ECM algorithm
by: Zgodic, Anja, et al.
Published: (2023)
by: Zgodic, Anja, et al.
Published: (2023)
Causal inference using invariant prediction: identification and confidence intervals
by: Peters, Jonas, et al.
Published: (2015)
by: Peters, Jonas, et al.
Published: (2015)
Large language model validity via enhanced conformal prediction methods
by: Cherian, John J., et al.
Published: (2024)
by: Cherian, John J., et al.
Published: (2024)
When accurate prediction models yield harmful self-fulfilling prophecies
by: van Amsterdam, Wouter A. C., et al.
Published: (2023)
by: van Amsterdam, Wouter A. C., et al.
Published: (2023)
Neyman-Pearson multiclass classification under label noise via empirical likelihood
by: Zhang, Qiong, et al.
Published: (2026)
by: Zhang, Qiong, et al.
Published: (2026)
A causal viewpoint on prediction model performance under changes in case-mix: discrimination and calibration respond differently for prognosis and diagnosis predictions
by: van Amsterdam, Wouter A. C.
Published: (2024)
by: van Amsterdam, Wouter A. C.
Published: (2024)
Inference at the data's edge: Gaussian processes for modeling and inference under model-dependency, poor overlap, and extrapolation
by: Cho, Soonhong, et al.
Published: (2024)
by: Cho, Soonhong, et al.
Published: (2024)
Performance evaluation of predictive AI models to support medical decisions: Overview and guidance
by: Van Calster, Ben, et al.
Published: (2024)
by: Van Calster, Ben, et al.
Published: (2024)
Modular Jump Gaussian Processes
by: Flowers, Anna R., et al.
Published: (2025)
by: Flowers, Anna R., et al.
Published: (2025)
A flexible empirical Bayes approach to multiple linear regression and connections with penalized regression
by: Kim, Youngseok, et al.
Published: (2022)
by: Kim, Youngseok, et al.
Published: (2022)
Quasi-Bayes empirical Bayes: a sequential approach to the Poisson compound decision problem
by: Favaro, Stefano, et al.
Published: (2024)
by: Favaro, Stefano, et al.
Published: (2024)
Parameter identification in linear non-Gaussian causal models under general confounding
by: Tramontano, Daniele, et al.
Published: (2024)
by: Tramontano, Daniele, et al.
Published: (2024)
MM-algorithms for traditional and convex NMF with Tweedie and Negative Binomial cost functions and empirical evaluation
by: James, Elisabeth Sommer, et al.
Published: (2026)
by: James, Elisabeth Sommer, et al.
Published: (2026)
An adaptive standardisation methodology for Day-Ahead electricity price forecasting
by: Sebastián, Carlos, et al.
Published: (2023)
by: Sebastián, Carlos, et al.
Published: (2023)
An empirical comparison of some outlier detection methods with longitudinal data
by: D'Orazio, Marcello
Published: (2025)
by: D'Orazio, Marcello
Published: (2025)
Gradient-based optimization for variational empirical Bayes multiple regression
by: Banerjee, Saikat, et al.
Published: (2024)
by: Banerjee, Saikat, et al.
Published: (2024)
Regression-aware decompositions
by: Tygert, Mark
Published: (2017)
by: Tygert, Mark
Published: (2017)
Variational empirical Bayes variable selection in high-dimensional logistic regression
by: Tang, Yiqi, et al.
Published: (2025)
by: Tang, Yiqi, et al.
Published: (2025)
Bayesian penalized empirical likelihood and Markov Chain Monte Carlo sampling
by: Chang, Jinyuan, et al.
Published: (2024)
by: Chang, Jinyuan, et al.
Published: (2024)
Time-to-event prediction for grouped variables using Exclusive Lasso
by: Ravi, Dayasri, et al.
Published: (2025)
by: Ravi, Dayasri, et al.
Published: (2025)
Spectral decomposition-assisted multi-study factor analysis
by: Mauri, Lorenzo, et al.
Published: (2025)
by: Mauri, Lorenzo, et al.
Published: (2025)
Similar Items
-
Combining supervised and unsupervised learning methods to predict financial market movements
by: Palma, Gabriel Rodrigues, et al.
Published: (2024) -
Estimating the number of household TV profiles based in customer behaviour using Gaussian mixture model averaging
by: Palma, Gabriel R., et al.
Published: (2025) -
Dirichlet process mixtures of block $g$ priors for model selection and prediction in linear models
by: Porwal, Anupreet, et al.
Published: (2024) -
The Concordance Index decomposition: A measure for a deeper understanding of survival prediction models
by: Alabdallah, Abdallah, et al.
Published: (2022) -
Parsimonious Gaussian mixture models with piecewise-constant eigenvalue profiles
by: Szwagier, Tom, et al.
Published: (2025)