Forecasting stock market for an efficient portfolio by combining XGBoost and Hilbert-Huang transform.
Arsalan DezhkamMohammad Taghi ManzuriPublished in: Eng. Appl. Artif. Intell. (2023)
Keyphrases
- stock market
- financial time series
- short term
- portfolio optimization
- hilbert huang transform
- stock index
- long term
- garch model
- investment strategies
- stock exchange
- foreign exchange
- stock price
- stock index futures
- trading rules
- stock trading
- financial data
- trading strategies
- stock data
- feature extraction
- portfolio management
- exchange rate
- stock returns
- financial news
- transaction costs
- forecasting model
- investment decisions
- financial markets
- non stationary
- empirical mode decomposition
- multiresolution