Series decomposition Transformer with period-correlation for stock market index prediction.
Zicheng TaoWei WuJianxin WangPublished in: Expert Syst. Appl. (2024)
Keyphrases
- stock market
- financial time series
- garch model
- stock index
- short term
- chinese stock market
- stock exchange
- stock price
- investment strategies
- stock trading
- financial data
- technical indicators
- stock returns
- trading rules
- stock index futures
- fuzzy logic
- long term
- financial markets
- prediction model
- portfolio optimization
- trading strategies
- listed companies
- empirical analysis
- fault diagnosis
- foreign exchange
- stock data
- portfolio management
- decision making
- neural network
- stock market data
- non stationary