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Multidimensional k -nearest neighbor model based on EEMD for financial time series forecasting
13 references·12 citing·54 second hop
Multidimensional k -nearest neighbor model based on EEMD for financial time series forecasting (2017)Multidimensional k -nearest neighbor mode…Predicting stock index increments by neural networks: The role of trading volume under different horizons (2007)Predicting stock index increm…A new approach for crude oil price analysis based on Empirical Mode Decomposition (2007)A new approach for crude oil …Time series forecasting using a hybrid ARIMA and neural network model (2003)Time series forecasting using…A comparative study of linear and nonlinear models for aggregate retail sales forecasting (2003)A comparative study of linear…Predicting stock price using fuzzy grey prediction system (2002)Predicting stock price using …Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index (2002)Application of neural network…Financial Forecasting Using Support Vector Machines (2001)Financial Forecasting Using S…A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series (1999)A Comparison of Linear and No…Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models (1997)Forecasting economic time ser…An artificial neural network-GARCH model for international stock return volatility (1997)An artificial neural network-…Forecasting stock market volatility using (non-linear) Garch models (1996)Forecasting stock market vola…Trading on the Edge: Neural, Genetic, and Fuzzy Systems for Chaotic Financial Markets (1994)Trading on the Edge: Neural, …Forecasting S&P and gold futures prices: An application of neural networks (1993)Forecasting S&P and gold futu…Novel optimization approach for realized volatility forecast of stock price index based on deep reinforcement learning model (2023)Novel optimization approach f…Export- and import-based economic models for predicting global trade using deep learning (2023)Export- and import-based econ…Forecasts for international financial series with VMD algorithms (2022)Forecasts for international f…Are CDS spreads predictable during the Covid-19 pandemic? Forecasting based on SVM, GMDH, LSTM and Markov switching autoregression (2022)Are CDS spreads predictable d…Forecasting carbon futures price: a hybrid method incorporating fuzzy entropy and extreme learning machine (2021)Forecasting carbon futures pr…Reducing Exchange Rate Risks in International Trade: A Hybrid Forecasting Approach of CEEMDAN and Multilayer LSTM (2020)Reducing Exchange Rate Risks …Predicting next day direction of stock price movement using machine learning methods with persistent homology: Evidence from Kuala Lumpur Stock Exchange (2020)Predicting next day direction…Multidimensional KNN algorithm based on EEMD and complexity measures in financial time series forecasting (2020)Multidimensional KNN algorith…Modelling the iron ore price index: A new perspective from a hybrid data reconstructed EEMD-GORU model (2020)Modelling the iron ore price …Are there asymmetric linkages between African stocks and exchange rates? (2020)Are there asymmetric linkages…Forecasting stock price movements with multiple data sources: Evidence from stock market in China (2019)Forecasting stock price movem…Can artificial intelligence enhance the Bitcoin bonanza (2019)Can artificial intelligence e…The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Statistical Methods for Forecasting (1983)Forecasting with artificial neural networks: (1998)A comparison between Fama and French's model and artificial neural networks in predicting the Chinese stock market (2004)Comparison of direct and iterative artificial neural network forecast approaches in multi-periodic time series forecasting (2008)Performance of state space and ARIMA models for consumer retail sales forecasting (2015)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Forecasting Stock Market Volatility with Regime-Switching GARCH Models (2005)The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes (2016)Genetic Algorithm-Optimized Long Short-Term Memory Network for Stock Market Prediction (2018)Imperfect Competition and the Effects of Energy Price Increases on Economic Activity (1996)The Long-Run Evolution of Energy Prices (1999)Applications of Hilbert–Huang transform to non‐stationary financial time series analysis (2003)Estimating the impact of extreme events on crude oil price: An EMD-based event analysis method (2009)A novel hybrid method for crude oil price forecasting (2015)A novel multiscale nonlinear ensemble leaning paradigm for carbon price forecasting (2018)Control problems of grey systems (1982)Introduction to Grey system theory (1989)Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index (2000)Fuzzy time-series based on adaptive expectation model for TAIEX forecasting (2006)Forecasting the annual electricity consumption of Turkey using an optimized grey model (2014)Stock market one-day ahead movement prediction using disparate data sources (2017)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Comparing Predictive Accuracy (1994)The state of macroeconomic forecasting (2002)Forecast Combinations (2010)Toward Automatic Time-Series Forecasting Using Neural Networks (2012)Time Series Analysis: Forecasting and Control (1977)A hybrid ARIMA and support vector machines model in stock price forecasting (2004)A novel hybridization of artificial neural networks and ARIMA models for time series forecasting (2010)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)Stock market prediction system with modular neural networks (1990)Introduction to financial forecasting (1996)Stock market forecasting using hidden Markov model: a new approach (2005)Forecasting daily stock market return using dimensionality reduction (2016)Predicting the direction of stock market prices using tree-based classifiers (2018)The Combination of Forecasts (1969)Empirical exchange rate models of the seventies (1983)Efficient Tests for an Autoregressive Unit Root (1992)Small sample properties of forecasts from autoregressive models under structural breaks (2004)Persistence in forecasting performance and conditional combination strategies (2005)Modelling Nonlinear Economic Time Series (2010)Economic Forces and the Stock Market (1986)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)An Adaptive Network-Based Fuzzy Inference System (ANFIS) for the prediction of stock market return: The case of the Istanbul Stock Exchange (2010)Forecasting stock indices with back propagation neural network (2011)Algorithmic financial trading with deep convolutional neural networks: Time series to image conversion approach (2018)A hybrid approach by integrating wavelet-based feature extraction with MARS and SVR for stock index forecasting (2012)Stock market forecasting using a multi-task approach integrating long short-term memory and the random forest framework (2021)Deep learning models for price forecasting of financial time series: A review of recent advancements: 2020–2022 (2023)
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References

  • 2003Time series forecasting using a hybrid ARIMA and neural network model4,469 cited
  • 2002Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index527 cited
  • 2007A new approach for crude oil price analysis based on Empirical Mode Decomposition447 cited
  • 1999A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series446 cited
  • 1996Forecasting stock market volatility using (non-linear) Garch models394 cited
  • 2001Financial Forecasting Using Support Vector Machines392 cited
  • 2002Predicting stock price using fuzzy grey prediction system270 cited
  • 1994Trading on the Edge: Neural, Genetic, and Fuzzy Systems for Chaotic Financial Markets261 cited
  • 1997Forecasting economic time series using flexible versus fixed specification and linear versus nonlinear econometric models258 cited
  • 2003A comparative study of linear and nonlinear models for aggregate retail sales forecasting246 cited
  • 1997An artificial neural network-GARCH model for international stock return volatility227 cited
  • 1993Forecasting S&P and gold futures prices: An application of neural networks175 cited
  • 2007Predicting stock index increments by neural networks: The role of trading volume under different horizons161 cited

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  • 2020

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Multidimensional KNN algorithm based on EEMD and complexity measures in financial time series forecasting
89 cited
  • 2020Predicting next day direction of stock price movement using machine learning methods with persistent homology: Evidence from Kuala Lumpur Stock Exchange74 cited
  • 2019Forecasting stock price movements with multiple data sources: Evidence from stock market in China57 cited
  • 2021Forecasting carbon futures price: a hybrid method incorporating fuzzy entropy and extreme learning machine49 cited
  • 2020Reducing Exchange Rate Risks in International Trade: A Hybrid Forecasting Approach of CEEMDAN and Multilayer LSTM48 cited
  • 2023Novel optimization approach for realized volatility forecast of stock price index based on deep reinforcement learning model48 cited
  • 2020Modelling the iron ore price index: A new perspective from a hybrid data reconstructed EEMD-GORU model46 cited
  • 2022Are CDS spreads predictable during the Covid-19 pandemic? Forecasting based on SVM, GMDH, LSTM and Markov switching autoregression45 cited
  • 2019Can artificial intelligence enhance the Bitcoin bonanza39 cited
  • 2022Forecasts for international financial series with VMD algorithms39 cited
  • 2023Export- and import-based economic models for predicting global trade using deep learning38 cited
  • 2020Are there asymmetric linkages between African stocks and exchange rates?32 cited