@misc{indiciae6846238d3144,
  title = {Portfolio optimization based on empirical mode decomposition},
  author = {Yang, Li and Zhao, Longfeng and Wang, Chao},
  year = {2019},
  doi = {10.1016/j.physa.2019.121813},
  url = {https://www.osti.gov/biblio/1693810},
  note = {Source identifier: 1693810}
}