The two-stage machine learning ensemble models for stock price prediction by combining mode decomposition, extreme learning machine and improved harmony search algorithm.
Manrui JiangLifen JiaZhensong ChenWei ChenPublished in: Ann. Oper. Res. (2022)
Keyphrases
- machine learning
- extreme learning machine
- stock price prediction
- learning algorithm
- neural network
- reinforcement learning
- improved harmony search algorithm
- historical data
- machine learning algorithms
- natural language processing
- probabilistic model
- training set
- non stationary
- support vector machine
- machine learning methods
- learning tasks
- training data
- feature selection