Stock market forecasting using intrinsic time-scale decomposition in fusion with cluster based modified CSA optimized ELM.
Sudeepa DasTirath Prasad SahuRekh Ram JanghelPublished in: J. King Saud Univ. Comput. Inf. Sci. (2022)
Keyphrases
- stock market
- financial time series
- short term
- garch model
- long term
- stock index
- foreign exchange
- technical indicators
- extreme learning machine
- stock exchange
- trading rules
- trading strategies
- stock index futures
- support vector regression
- financial data
- stock price
- financial markets
- stock returns
- stock data
- financial news
- stock trading
- forecasting model
- listed companies
- fusion method
- geometric structure
- data mining techniques
- portfolio optimization
- decision support system
- feature space