Mathematical Problems in Engineering
Volume 2016, Article ID 3791504, 13 pages
http://dx.doi.org/10.1155/2016/3791504
Chinese Stock Index Futures Price Fluctuation Analysis and Prediction Based on Complementary Ensemble Empirical Mode Decomposition
1School of Economics & Trade, Hunan University, Changsha, Hunan 410082, China
2Financial Research Institute, Wenzhou University, Wenzhou, Zhejiang 325035, China
Received 8 January 2016; Accepted 24 May 2016
Academic Editor: Xiaodong Lin
Copyright © 2016 Ruoyang Chen and Bin Pan. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
How to Cite this Article
Ruoyang Chen and Bin Pan, “Chinese Stock Index Futures Price Fluctuation Analysis and Prediction Based on Complementary Ensemble Empirical Mode Decomposition,” Mathematical Problems in Engineering, vol. 2016, Article ID 3791504, 13 pages, 2016. https://doi.org/10.1155/2016/3791504.