Forecasting stock index price using the CEEMDAN-LSTM model

Yu Lin; Yan Yan; Jiali Xu; Ying Liao; Feng Ma

doi:10.1016/j.najef.2021.101421

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Forecasting stock index price using the CEEMDAN-LSTM model

Yu Lin Yan Yan Jiali Xu Ying Liao Feng Ma

Year: 2021 Journal: The North American Journal of Economics and Finance Vol: 57 Pages: 101421-101421 Publisher: Elsevier BV

DOI: 10.1016/j.najef.2021.101421

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Keywords:

Hilbert–Huang transform Stock market index Computer science Artificial neural network Support vector machine Wavelet Stock market Index (typography) Artificial intelligence Econometrics Pattern recognition (psychology) Mathematics White noise

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Stock Market Forecasting Methods

Social Sciences → Decision Sciences → Management Science and Operations Research

Energy Load and Power Forecasting

Physical Sciences → Engineering → Electrical and Electronic Engineering

Advanced Algorithms and Applications

Physical Sciences → Engineering → Control and Systems Engineering

Forecasting stock index price using the CEEMDAN-LSTM model

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