An EEMD-CNN-BiLSTM-attention neural network for mixed frequency stock return forecasting.
Yi CaiJinlu GuoZhenpeng TangPublished in: J. Intell. Fuzzy Syst. (2022)
Keyphrases
- neural network
- cellular neural networks
- short term load forecasting
- prediction model
- artificial neural networks
- neural network is trained
- back propagation
- low frequency
- fault diagnosis
- self organizing maps
- back propagation neural network
- backpropagation neural networks
- stock trading
- visual attention
- weather forecasting
- convolutional neural network
- bp neural network
- pattern recognition
- feed forward neural networks
- forecasting accuracy
- exchange rate
- recurrent neural networks
- neural network model
- stock market
- high frequency
- generalized regression neural network
- neural nets
- empirical mode decomposition
- forecasting model
- predictive model
- multilayer perceptron
- short term
- multiresolution
- genetic algorithm