Stock index forecasting based on multivariate empirical mode decomposition and temporal convolutional networks.
Yuan YaoZhao-yang ZhangYang ZhaoPublished in: Appl. Soft Comput. (2023)
Keyphrases
- empirical mode decomposition
- stock market prediction
- stock index
- garch model
- multivariate time series
- financial markets
- stock market
- non stationary
- stock price
- stock exchange
- temporal data
- intrinsic mode functions
- financial time series
- temporal patterns
- hilbert huang transform
- wavelet decomposition
- short term
- autoregressive
- multi band
- temporal constraints
- multiresolution
- support vector regression
- financial data
- temporal information
- long term
- high resolution
- image analysis
- video sequences