Theodore Zhao

University of Washington, Dept. of Applied Mathematics

Graduate Student

Seattle, WA

United States

SCHOLARLY PAPERS

3

DOWNLOADS

1,169

SSRN CITATIONS

3

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Financial Time Series Analysis and Forecasting with HHT Feature Generation and Machine Learning

Applied Stochastic Models in Business and Industry
Number of pages: 28 Posted: 05 Jun 2020 Last Revised: 24 Apr 2021
Tim Leung and Theodore Zhao
University of Washington - Department of Applied Math and University of Washington, Dept. of Applied Mathematics
Downloads 671 (61,098)
Citation 4

Abstract:

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time series, signal processing, machine learning, support vector machine, long short-term memory, Hilbert-Huang transform, empirical mode decomposition

2.

Adaptive Complementary Ensemble EMD and Energy-Frequency Spectra of Cryptocurrency Prices

Number of pages: 20 Posted: 01 May 2021 Last Revised: 17 May 2021
Tim Leung and Theodore Zhao
University of Washington - Department of Applied Math and University of Washington, Dept. of Applied Mathematics
Downloads 408 (112,527)

Abstract:

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cryptocurrency, time series, empirical mode decomposition, Hilbert spectral analysis

3.

Energy-Frequency Spectrum for Financial Time Series via Complementary Ensemble EMD

Number of pages: 5 Posted: 06 May 2020
Tim Leung and Theodore Zhao
University of Washington - Department of Applied Math and University of Washington, Dept. of Applied Mathematics
Downloads 90 (431,048)

Abstract:

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Empirical Mode Decomposition, Financial Time Series, Energy-Frequency Spectrum