Engineering Alpha

Engineering Alpha

Financial Signal Processing in Python II - Applying XGBoost Forecasting on EMD

Part II of Decomposing Time Series and Understanding their Components

Sofien Kaabar, CFA's avatar
Sofien Kaabar, CFA
Aug 06, 2025
∙ Paid
Close up of signals on oscilloscope

This article will be the part II of a series of articles that present the signal processing field in an easy and straightforward manner. Financial Signal Processing (FSP) is the application of signal processing techniques to financial time series—like stock prices, returns, volatility, or economic indicators.

It treats price movements like signals—simila…

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