Financial time series forecasting model based on CEEMDAN and LSTM

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2018.11.061 ◽

2019 ◽

Vol 519 ◽

pp. 127-139 ◽

Author(s):

Jian Cao ◽

Zhi Li ◽

Jian Li

Keyword(s):

Time Series ◽

Financial Time Series ◽

Time Series Forecasting ◽

Forecasting Model ◽

Financial Time ◽

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Research on financial time series forecasting model based on big data analysis

10.1117/12.2624566 ◽

2021 ◽

Author(s):

Xiaoyan Huang

Keyword(s):

Time Series ◽

Big Data ◽

Data Analysis ◽

Financial Time Series ◽

Big Data Analysis ◽

Time Series Forecasting ◽

Forecasting Model ◽

Financial Time ◽

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Financial Time Series Forecasting Model Based on EMD and Rolling Grey Model

2020 IEEE Workshop on Signal Processing Systems (SiPS) ◽

10.1109/sips50750.2020.9195218 ◽

2020 ◽

Author(s):

Binjing Li ◽

Fenggui Liu ◽

Jun Lin ◽

Zhongfeng Wang

Keyword(s):

Time Series ◽

Financial Time Series ◽

Time Series Forecasting ◽

Forecasting Model ◽

Financial Time ◽

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A generalized financial time series forecasting model based on automatic feature engineering using genetic algorithms and support vector machine

2018 International Joint Conference on Neural Networks (IJCNN) ◽

10.1109/ijcnn.2018.8489034 ◽

2018 ◽

Author(s):

Norberto Ritzmann Junior ◽

Julio Cesar Nievola

Keyword(s):

Time Series ◽

Support Vector Machine ◽

Genetic Algorithms ◽

Financial Time Series ◽

Time Series Forecasting ◽

Support Vector ◽

Forecasting Model ◽

Feature Engineering ◽

Financial Time ◽

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Financial Time Series Forecasting Using a Compound Model Based on Wavelet Frame and Support Vector Regression

2008 Fourth International Conference on Natural Computation ◽

10.1109/icnc.2008.455 ◽

2008 ◽

Author(s):

Wensheng Dai ◽

Chi-Jie Lu

Keyword(s):

Time Series ◽

Support Vector Regression ◽

Financial Time Series ◽

Time Series Forecasting ◽

Support Vector ◽

Wavelet Frame ◽

Financial Time ◽

Model Based ◽

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Semi-parametric Smoothing Regression Model Based on GA for Financial Time Series Forecasting

Intelligent Information and Database Systems - Lecture Notes in Computer Science ◽

10.1007/978-3-642-28493-9_7 ◽

2012 ◽

pp. 55-64

Author(s):

Lingzhi Wang

Keyword(s):

Time Series ◽

Regression Model ◽

Financial Time Series ◽

Time Series Forecasting ◽

Financial Time ◽

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Multidimensionalk-nearest neighbor model based on EEMD for financial time series forecasting

Physica A Statistical Mechanics and its Applications ◽

10.1016/j.physa.2017.02.072 ◽

2017 ◽

Vol 477 ◽

pp. 161-173 ◽

Author(s):

Ningning Zhang ◽

Aijing Lin ◽

Pengjian Shang

Keyword(s):

Time Series ◽

Nearest Neighbor ◽

Financial Time Series ◽

Time Series Forecasting ◽

Financial Time ◽

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Fractional frequency hybrid model based on EEMD for financial time series forecasting

Communications in Nonlinear Science and Numerical Simulation ◽

10.1016/j.cnsns.2020.105281 ◽

2020 ◽

Vol 89 ◽

pp. 105281 ◽

Author(s):

Shuqi Li ◽

Xiaoming Liu ◽

Aijing Lin

Keyword(s):

Time Series ◽

Hybrid Model ◽

Financial Time Series ◽

Time Series Forecasting ◽

Fractional Frequency ◽

Financial Time ◽

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Efficient financial time series forecasting model using DWT decomposition

2015 IEEE International Conference on Electronics, Computing and Communication Technologies (CONECCT) ◽

10.1109/conecct.2015.7383917 ◽

2015 ◽

Author(s):

Ina Khandelwal ◽

Udit Satija ◽

Ratnadip Adhikari

Keyword(s):

Time Series ◽

Financial Time Series ◽

Time Series Forecasting ◽

Forecasting Model ◽

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Temporal logistic neural Bag-of-Features for financial time series forecasting leveraging limit order book data

Pattern Recognition Letters ◽

10.1016/j.patrec.2020.06.006 ◽

2020 ◽

Vol 136 ◽

pp. 183-189 ◽

Author(s):

Nikolaos Passalis ◽

Anastasios Tefas ◽

Juho Kanniainen ◽

Moncef Gabbouj ◽

Alexandros Iosifidis

Keyword(s):

Time Series ◽

Financial Time Series ◽

Limit Order Book ◽

Time Series Forecasting ◽

Limit Order ◽

Bag Of Features ◽

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Financial Time Series Forecasting with Multi-Modality Graph Neural Network

Pattern Recognition ◽

10.1016/j.patcog.2021.108218 ◽

2021 ◽

pp. 108218

Author(s):

Dawei Cheng ◽

Fangzhou Yang ◽

Sheng Xiang ◽

Jin Liu

Keyword(s):

Neural Network ◽

Time Series ◽

Financial Time Series ◽

Time Series Forecasting ◽

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