A novel Gaussian process regression-based stock index interval forecasting model integrating optimal variables screening with bidirectional long short-term memory.
Jujie WangQian ChengXin SunPublished in: Soft Comput. (2024)
Keyphrases
- gaussian process
- stock index futures
- forecasting model
- stock market
- model selection
- regression model
- short term
- bayesian framework
- semi supervised
- hyperparameters
- bp neural network
- latent variables
- closed form
- variable selection
- prior knowledge
- stock index
- least squares
- data mining
- support vector regression
- artificial neural networks
- stock exchange
- high dimensional