Forecasting stock index price using the CEEMDAN-LSTM model
Year of publication: |
2021
|
---|---|
Authors: | Lin, Yu ; Yan, Yan ; Xu, Jiali ; Liao, Ying ; Ma, Feng |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 57.2021, p. 1-14
|
Subject: | CEEMDAN | Long short-term memory | MCS test | Mixture models | Stock index price forecasting | Theorie | Theory | Aktienindex | Stock index | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Prognose | Forecast | Zeitreihenanalyse | Time series analysis | Index-Futures | Index futures |
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