Research on a hybrid prediction model for stock price based on long short-term memory and variational mode decomposition.
Yujun YangYimei YangWang ZhouPublished in: Soft Comput. (2021)
Keyphrases
- prediction model
- stock price
- stock market
- regression model
- recurrent neural networks
- long short term memory
- stock exchange
- bp neural network
- historical data
- option pricing
- financial data
- financial time series
- stock price prediction
- neural network
- chinese stock market
- non stationary
- wavelet neural network
- exchange rate
- financial markets
- news articles
- stock returns
- response surface methodology
- stepwise regression
- exponential smoothing
- customer churn
- fuzzy neural network
- support vector regression
- investment strategies
- text categorization
- supply chain
- knowledge discovery
- machine learning