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A Stock Price Forecasting Model Integrating Complementary Ensemble Empirical Mode Decomposition and Independent Component Analysis.
Youwei Chen
Pengwei Zhao
Zhen Zhang
Juncheng Bai
Yuqi Guo
Published in:
Int. J. Comput. Intell. Syst. (2022)
Keyphrases
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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