A two-stage model for stock price prediction based on variational mode decomposition and ensemble machine learning method.

Jun Zhang Xuedong Chen

Published in: Soft Comput. (2024)

Keyphrases

probabilistic model
statistical model
objective function
em algorithm
machine learning
mathematical model
statistical methods
multiple models

prior knowledge
theoretical analysis
similarity measure
optimization method
linear model
segmentation method
prediction model
machine learning methods

input data
support vector machine
decomposition method
learning algorithm
parameter estimation
linear regression
bp neural network
test data

cost function
optical flow
information extraction
variational methods
bayesian networks
search engine
proximal point algorithm