Forecasting of stock price index using support vector regression with multivariate empirical mode decomposition.
Yanmei HuangChangrui DengXiaoyuan ZhangYukun BaoPublished in: J. Syst. Inf. Technol. (2022)
Keyphrases
- stock price
- empirical mode decomposition
- non stationary
- stock market prediction
- exchange rate
- financial time series
- technical indicators
- option pricing
- stock market
- stock exchange
- chinese stock market
- garch model
- investment strategies
- signal analysis
- financial markets
- financial data
- short term
- stock price prediction
- intrinsic mode functions
- historical data
- hilbert huang transform
- stock returns
- trading systems
- neural network
- multivariate time series
- wavelet decomposition
- news articles
- information retrieval