EMD2FNN: A strategy combining empirical mode decomposition and factorization machine based neural network for stock market trend prediction.
Feng ZhouHaomin ZhouZhihua YangLihua YangPublished in: Expert Syst. Appl. (2019)
Keyphrases
- empirical mode decomposition
- stock market
- stock market prediction
- financial time series
- non stationary
- neural network
- fuzzy neural network
- stock price
- prediction model
- trading strategies
- feedforward neural networks
- short term
- investment strategies
- signal analysis
- stock exchange
- financial data
- stock index futures
- hidden layer
- trading rules
- multi band
- back propagation
- intrinsic mode functions
- financial markets
- wavelet decomposition
- stock returns
- artificial neural networks
- hilbert huang transform
- stock trading
- neural network model
- financial news
- radial basis function
- stock data
- long term
- multiresolution
- pattern recognition
- autoregressive
- garch model
- fault diagnosis
- signal processing
- chinese stock market
- computational complexity