CEGH: A Hybrid Model Using CEEMD, Entropy, GRU, and History Attention for Intraday Stock Market Forecasting.
Yijiao LiuXinghua LiuYuxin ZhangShuping LiPublished in: Entropy (2023)
Keyphrases
- hybrid model
- stock market
- forecasting accuracy
- short term
- financial time series
- exchange rate
- stock price
- support vector regression
- arima model
- foreign exchange
- stock index
- long term
- garch model
- artificial neural networks
- stock exchange
- wind power
- trading rules
- technical indicators
- financial data
- back propagation neural network
- stock index futures
- hybrid models
- stock returns
- stock data
- trading strategies
- neural network
- stock trading
- stock market data
- support vector machine svm
- financial markets
- non stationary
- portfolio optimization
- wind speed
- early warning
- trading systems
- financial news