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Kernel multi-granularity double-quantitative rough set based on ensemble empirical mode decomposition: Application to stock price trends prediction.
Lin Zhang
Juncheng Bai
Bingzhen Sun
Yuqi Guo
Xiangtang Chen
Published in:
Int. J. Approx. Reason. (2024)
Keyphrases
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stock market prediction
stock price
multi granularity
empirical mode decomposition
financial time series
non stationary
prediction accuracy
stock market
seamless integration
association rules
image analysis
signal processing
image compression
multi user
location aware