现有研究
交易市场的可预测性
Efficient Market Hypothesis,Emerging Market Intelligence Hypothesis
Decomposition-integration
分解原有时间序列数据为多个部分,分别预测,再整合为最终结果
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Improve
- Sample Entropy integration
An innovative random forest-based nonlinear ensemble paradigm of improved feature extraction and deep learning for carbon price forecasting(碳价预测,2021.3) - Secondary decomposition
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ETS运作机制
碳排放许可分配机制
碳排放标准计量体系
碳测算
价格机制
碳价预测
- 结合CEEMDAN与LSTM(2022)
- 基于广州碳市场
- CEEMDAN(Complete Ensemble Empirical Mode Decomposition with Adaptive Noise)使用Sample Entropy和Variational Modal Decomposition(VMD)进一步提高了预测的准确性