Prediction of stock index of two-scale long short-term memory model based on multiscale nonlinear integration
Decai Tang, Zhiwei Pan and Brandon J. Bethel
| Year of publication: |
2022
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|---|---|
| Authors: | Tang, Decai ; Pan, Zhiwei ; Bethel, Brandon J. |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 26.2022, 5, p. 723-735
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| Subject: | long short-term memory neural network | multi-scale decomposition | nonlinear integration | overnight information | stock prediction | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Zeitreihenanalyse | Time series analysis | Aktienindex | Stock index | Börsenkurs | Share price | Theorie | Theory | Volatilität | Volatility | Kapitaleinkommen | Capital income | Nichtlineare Regression | Nonlinear regression | Prognose | Forecast |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2021-0032 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013554949