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
|
---|---|
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
|
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 | Prognose | Forecast | Börsenkurs | Share price | Volatilität | Volatility | Nichtlineare Regression | Nonlinear regression | Kapitaleinkommen | Capital income |
Saved in:
Online Resource
Saved in favorites
Similar items by subject
-
Forecasting Nigerian stock market returns using ARIMA and artificial neural network models
Isenahd, Godknows M., (2014)
-
Ma, Yuanyuan, (2023)
-
Sattarhoff, Cristina, (2023)
- More ...
Similar items by person
-
A fuzzy comprehensive evaluation of climate change on the Xiamen tourism industry
Bethel, Brandon J., (2021)
- More ...