School of Management and Economics University of Electronic Science and Technology of China Chengdu 611731Tianfu College Southwestern University of Finance and Economics Chengdu 610052;
Intelligent Finance Research Center Chongqing Institute of Finance Chongqing 400067;
Tianfu College Southwestern University of Finance and Economics Chengdu 610052;
Empirical mode decomposition(EMD); k-nearest neighbor(KNN); principal component analysis(PCA); time series;