An ensemble forecasting model for stock market using VMD and deep learning.
Binbin YanPublished in: AIBDF (2023)
Keyphrases
- deep learning
- stock market
- forecasting model
- stock index futures
- short term
- long term
- unsupervised learning
- machine learning
- stock price
- stock exchange
- bp neural network
- financial data
- neural network
- weakly supervised
- training data
- mental models
- financial markets
- feature selection
- financial time series
- prediction model
- support vector regression
- stock index
- artificial neural networks
- training set
- learning algorithm
- empirical analysis
- garch model
- pattern recognition
- high dimensional