Adaptive Hybrid Model for Enhanced Stock Market Predictions Using Improved VMD and Stacked Informer.
Jianan ZhangHongyi DuanPublished in: CoRR (2023)
Keyphrases
- stock market
- hybrid model
- trading signals
- artificial neural networks
- stock price
- stock exchange
- trading rules
- hybrid models
- short term
- stock index futures
- stock trading
- support vector regression
- financial time series
- financial data
- stock data
- stock returns
- forecasting accuracy
- garch model
- financial markets
- back propagation neural network
- long term
- portfolio optimization
- support vector machine svm
- neural network
- support vector machine
- arima model
- stock market data
- listed companies
- trading systems
- chinese stock market
- pattern recognition
- feature extraction