Concepedia

Forecasting stock index price using the CEEMDAN-LSTM model

Yu Lin, Yan Yan, Jiali Xu, Ying Liao, Feng Ma

The North American Journal of Economics and Finance · 2021 · 181 citations · 51 references

Concepts

ComputingData ScienceFinanceFinancial ModelingForecastingTime Series AnalysisComputational Time Series AnalysisEnsemble ForecastingFinancial ForecastingTime Series ForecastingTime Series ModelingTime Series PredictionFinancial Time Series ForecastingMachine Learning-based Price ForecastingNeural ForecastingNeural Time Series ForecastingRecurrent Neural Network Forecasting

References

51

The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis

Norden E. Huang, Steven Long, Man‐Li C. Wu et al. · Proceedings of the Royal Society A Mathematical Physical and Engineering Sciences · 1998 · 23.3K citations · Full text

Computing, Computational Engineering, Biomedical Signal Processing +16

ENSEMBLE EMPIRICAL MODE DECOMPOSITION: A NOISE-ASSISTED DATA ANALYSIS METHOD

Zhaohua Wu, Norden E. Huang · Advances in Adaptive Data Analysis · 2008 · 8.6K citations

Computing, Data Science, Biomedical Signal Processing +15

Deep learning with long short-term memory networks for financial market predictions

Thomas Fischer · European Journal of Operational Research · 2017 · 2.6K citations

Business, Economics, Finance +16

A complete ensemble empirical mode decomposition with adaptive noise

Marı́a E. Torres, Marcelo A. Colominas, Gastón Schlotthauer et al. · 2011 · 2.4K citations

Engineering, Biomedical Engineering, Electrical Engineering +17

The Model Confidence Set

Econometrica · 2011 · 2K citations

Computing, Economics, Mathematics +17