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Forecasting neural network model with novel CID learning rate and EEMD algorithms on energy market
16 references·0 citing·50 second hop
Forecasting neural network model with novel CID learning rate and EEMD algorithms on energy market (2018)Forecasting neural network model with nov…Forecasting price movements using technical indicators: Investigating the impact of varying input window length (2017)Forecasting price movements u…A non-iterative decomposition-ensemble learning paradigm using RVFL network for crude oil price forecasting (2017)A non-iterative decomposition…A comprehensive cluster and classification mining procedure for daily stock market return forecasting (2017)A comprehensive cluster and c…Forecasting energy market indices with recurrent neural networks: Case study of crude oil price fluctuations (2016)Forecasting energy market ind…Forecasting stock market indexes using principle component analysis and stochastic time effective neural networks (2015)Forecasting stock market inde…Forecasting exchange rate using deep belief networks and conjugate gradient method (2015)Forecasting exchange rate usi…Volatility clustering and long memory of financial time series and financial price model (2012)Volatility clustering and lon…Fluctuation prediction of stock market index by Legendre neural network with random time strength function (2012)Fluctuation prediction of sto…Arbitrary-order Hilbert spectral analysis for time series possessing scaling statistics: Comparison study with detrended fluctuation analysis and wavelet leaders (2011)Arbitrary-order Hilbert spect…Forecasting model of global stock index by stochastic time effective neural network (2009)Forecasting model of global s…Short-term predictability of crude oil markets: A detrended fluctuation analysis approach (2008)Short-term predictability of …Forecasting nonlinear time series with feed-forward neural networks: a case study of Canadian lynx data (2005)Forecasting nonlinear time se…Neural network forecasts of Canadian stock returns using accounting ratios (2003)Neural network forecasts of C…Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index (2000)Genetic algorithms approach t…Neural network time series forecasting of financial markets (1995)Neural network time series fo…Neural Network Time Series: Forecasting of Financial Markets (1994)Neural Network Time Series: F…Fractional Differencing (1981)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Multifractal detrended fluctuation analysis of nonstationary time series (2002)Analysis of efficiency for Shenzhen stock market based on multifractal detrended fluctuation analysis (2009)Cross-correlations between Chinese A-share and B-share markets (2010)An analysis of stock market efficiency: Developed vs Islamic stock markets using MF-DFA (2014)Financial statement analysis and the prediction of stock returns (1989)Artificial neural network models for forecasting and decision making (1994)How effective are neural networks at forecasting and prediction? A review and evaluation (1998)25 years of time series forecasting (2006)Surveying stock market forecasting techniques – Part II: Soft computing methods (2008)Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange (2010)The Pricing of Options and Corporate Liabilities (1973)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Financial time series forecasting using support vector machines (2003)Financial time series forecasting model based on CEEMDAN and LSTM (2018)CNNpred: CNN-based stock market prediction using a diverse set of variables (2019)Applications of deep learning in stock market prediction: Recent progress (2021)Business research methods (1978)Stock market prediction system with modular neural networks (1990)Technical analysis of stock trends (1997)A hybrid ARIMA and support vector machines model in stock price forecasting (2004)Stock price prediction using LSTM, RNN and CNN-sliding window model (2017)Modern Portfolio Theory and Investment Analysis. 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References

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  • 1994Neural Network Time Series: Forecasting of Financial Markets442 cited
  • 1995Neural network time series forecasting of financial markets278 cited
  • 2008Short-term predictability of crude oil markets: A detrended fluctuation analysis approach245 cited
  • 2015Forecasting exchange rate using deep belief networks and conjugate gradient method234 cited
  • 2017Forecasting price movements using technical indicators: Investigating the impact of varying input window length190 cited
  • 2003Neural network forecasts of Canadian stock returns using accounting ratios182 cited
  • 2015Forecasting stock market indexes using principle component analysis and stochastic time effective neural networks163 cited
  • 2017A non-iterative decomposition-ensemble learning paradigm using RVFL network for crude oil price forecasting153 cited
  • 2009Forecasting model of global stock index by stochastic time effective neural network151 cited
  • 2016Forecasting energy market indices with recurrent neural networks: Case study of crude oil price fluctuations142 cited
  • 2012Volatility clustering and long memory of financial time series and financial price model116 cited
  • 2011Arbitrary-order Hilbert spectral analysis for time series possessing scaling statistics: Comparison study with detrended fluctuation analysis and wavelet leaders

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112 cited
  • 2017A comprehensive cluster and classification mining procedure for daily stock market return forecasting91 cited
  • 2012Fluctuation prediction of stock market index by Legendre neural network with random time strength function86 cited
  • 2005Forecasting nonlinear time series with feed-forward neural networks: a case study of Canadian lynx data86 cited
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