TY  - RPRT
TI  - Portfolio optimization based on empirical mode decomposition
AU  - Yang, Li
AU  - Zhao, Longfeng
AU  - Wang, Chao
PY  - 2019
DO  - 10.1016/j.physa.2019.121813
UR  - https://www.osti.gov/biblio/1693810
ID  - 1693810
ER  -