A new denoising approach based on mode decomposition applied to the stock market time series: 2LE-CEEMDAN.

Zinnet Duygu Aksehir Erdal Kiliç

Published in: PeerJ Comput. Sci. (2024)

Keyphrases

stock market
denoising
stock price
financial time series
short term
stock index futures
stock data
stock exchange
trading rules
listed companies
financial markets
garch model
data mining
stock trading
financial data
stock market data
neural network
multiscale
image processing
stock returns