Country risk forecasting based on EMD and ELM: evidence from BRICS countries
Abstract
Country risk is an important factor influencing the international investments and transactions. Forecasting country risks of host countries are crucial for investors to make investment strategies and decisions. Considering the complexity and nonlinearity of country risk, this paper proposes a hybrid forecasting model based on empirical mode decomposition (EMD) and extreme learning machine (ELM). Firstly, the original data is decomposed into...
Paper Details
Title
Country risk forecasting based on EMD and ELM: evidence from BRICS countries
Published Date
Jan 1, 2018
Journal
Volume
139
Pages
71 - 75
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