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