Forecasting China's stock index: A hybrid method based on decomposition-integrated and mixed-frequency data

CHEN Kaijie, TANG Zhenpeng, WU Junchuan, DU Xiaoxu, CAI Yi

Systems Engineering - Theory & Practice ›› 2022, Vol. 42 ›› Issue (11) : 3105-3120.

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Systems Engineering - Theory & Practice ›› 2022, Vol. 42 ›› Issue (11) : 3105-3120. DOI: 10.12011/SETP2022-0376

Forecasting China's stock index: A hybrid method based on decomposition-integrated and mixed-frequency data

  • CHEN Kaijie1, TANG Zhenpeng2, WU Junchuan3, DU Xiaoxu1, CAI Yi1
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2022, 42(11): 3105-3120 https://doi.org/10.12011/SETP2022-0376

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