A hybrid stock price index forecasting model based on variational mode decomposition and LSTM network.
Hongli NiuKunliang XuWeiqing WangPublished in: Appl. Intell. (2020)
Keyphrases
- stock price
- stock index
- stock market
- exchange rate
- financial time series
- stock exchange
- financial markets
- technical indicators
- garch model
- option pricing
- short term
- non stationary
- chinese stock market
- investment strategies
- dow jones
- stock returns
- peer to peer
- foreign exchange
- multiscale
- historical data
- news articles
- image representation
- stock price prediction