为实现对非平稳、非线性股票价格时间序列的高精度预测,提出经验模态分解下基于支持向量回归的股票价格集成预测方法EMD-SVRF(EMD and SVR based stock price integrated forecasting)。首先,运用经验模态分解方法获得股票对数收益率时...为实现对非平稳、非线性股票价格时间序列的高精度预测,提出经验模态分解下基于支持向量回归的股票价格集成预测方法EMD-SVRF(EMD and SVR based stock price integrated forecasting)。首先,运用经验模态分解方法获得股票对数收益率时间序列的本征模函数及趋势序列,然后,利用ε不敏感支持向量回归为各本征模函数及趋势序列分别建立预测模型,并计算各本征模函数及趋势项的预测值,最后,集成得到股票收益率序列预测值。实验表明,相对现有的EMD-Elman网络和ARMA-GARCH等主流股价预测方法,EMD-SVRF具有更小的拟合误差和预测误差,是一种高精度的股票价格预测方法。展开更多
This paper estimates the size of the digital economy in 38 countries between 2005 and 2018 and conducts an empirical study on this foundation.The results show that the digital economy has a significant role in promoti...This paper estimates the size of the digital economy in 38 countries between 2005 and 2018 and conducts an empirical study on this foundation.The results show that the digital economy has a significant role in promoting highquality economic development,primarily through industrial digitalizaion.Further research shows regional heterogeneity in the impact of the digital economy,which is greater in developed countries.Analysis of the underlying mechanisms shows that the digital economy promotes high-quality economic development in both developed and developing countries by improving technological eficiency and technological progress.However,the effect of technological progress in developing countries is clearly weaker than that in developed countries.In addition,scale efficiency in developing countries are not strengthened by the digital economy.Therefore,high-quality economic development requires the digital transformation of traditional industries and promoting their integration with digital technologies.展开更多
文摘为实现对非平稳、非线性股票价格时间序列的高精度预测,提出经验模态分解下基于支持向量回归的股票价格集成预测方法EMD-SVRF(EMD and SVR based stock price integrated forecasting)。首先,运用经验模态分解方法获得股票对数收益率时间序列的本征模函数及趋势序列,然后,利用ε不敏感支持向量回归为各本征模函数及趋势序列分别建立预测模型,并计算各本征模函数及趋势项的预测值,最后,集成得到股票收益率序列预测值。实验表明,相对现有的EMD-Elman网络和ARMA-GARCH等主流股价预测方法,EMD-SVRF具有更小的拟合误差和预测误差,是一种高精度的股票价格预测方法。
文摘This paper estimates the size of the digital economy in 38 countries between 2005 and 2018 and conducts an empirical study on this foundation.The results show that the digital economy has a significant role in promoting highquality economic development,primarily through industrial digitalizaion.Further research shows regional heterogeneity in the impact of the digital economy,which is greater in developed countries.Analysis of the underlying mechanisms shows that the digital economy promotes high-quality economic development in both developed and developing countries by improving technological eficiency and technological progress.However,the effect of technological progress in developing countries is clearly weaker than that in developed countries.In addition,scale efficiency in developing countries are not strengthened by the digital economy.Therefore,high-quality economic development requires the digital transformation of traditional industries and promoting their integration with digital technologies.
