A Stock Price Forecasting Model Integrating Complementary Ensemble Empirical Mode Decomposition and Independent Component Analysis.
Youwei ChenPengwei ZhaoZhen ZhangJuncheng BaiYuqi GuoPublished in: Int. J. Comput. Intell. Syst. (2022)
Keyphrases
- stock price
- independent component analysis
- empirical mode decomposition
- non stationary
- forecasting model
- blind source separation
- short term
- stock market
- bp neural network
- principal component analysis
- stock exchange
- long term
- signal processing
- prediction model
- financial markets
- support vector regression
- neural network
- ensemble methods
- training data
- training set
- multiresolution
- wavelet decomposition
- learning algorithm
- machine learning