SZodixStudyAcademic Library
DashboardShelvesOpen accessMy libraryInboxNotesWriteLearnAlerts
More
Ask your libraryNotificationsQuick citeReview
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
A Hybrid Attention-Based EMD-LSTM Model for Financial Time Series Prediction
7 references·0 citing·37 second hop
A Hybrid Attention-Based EMD-LSTM Model for Financial Time Series Prediction (2019)A Hybrid Attention-Based EMD-LSTM Model f…Improved EEMD-based crude oil price forecasting using LSTM networks (2018)Improved EEMD-based crude oil…Stock market's price movement prediction with LSTM neural networks (2017)Stock market's price movement…Forecasting stochastic neural network based on financial empirical mode decomposition (2017)Forecasting stochastic neural…A LSTM-based method for stock returns prediction: A case study of China stock market (2015)A LSTM-based method for stock…The use of artificial neural networks in the analysis and prediction of stock prices (2011)The use of artificial neural …Forecasting stock indices with back propagation neural network (2011)Forecasting stock indices wit…Financial time series forecasting using independent component analysis and support vector regression (2009)Financial time series forecas…Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index (2000)Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index (2002)Time series forecasting using a hybrid ARIMA and neural network model (2003)Forecasting daily stock market return using dimensionality reduction (2016)Algorithmic financial trading with deep convolutional neural networks: Time series to image conversion approach (2018)Forecasting stock prices with a feature fusion LSTM-CNN model using different representations of the same data (2019)Economic prediction using neural networks: the case of IBM daily stock returns (1988)Forecasting with artificial neural networks: (1998)Surveying stock market forecasting techniques – Part II: Soft computing methods (2008)A hybrid model for high-frequency stock market forecasting (2015)Portfolio Optimization Based on Funds Standardization and Genetic Algorithm (2017)A Novel Portfolio Optimization Model Based on Trend Ratio and Evolutionary Computation (2018)Time Series Analysis: Forecasting and Control (1977)Comparing Predictive Accuracy (1994)Stock price prediction using support vector regression on daily and up to the minute prices (2018)Optimizing LSTM for time series prediction in Indian stock market (2020)Machine learning techniques and data for stock market forecasting: A literature review (2022)Textual analysis of stock market prediction using breaking financial news (2009)Twitter mood predicts the stock market (2011)Deep learning-based feature engineering for stock price movement prediction (2018)CNNpred: CNN-based stock market prediction using a diverse set of variables (2019)A Survey of Forex and Stock Price Prediction Using Deep Learning (2021)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)A theory of power-law distributions in financial market fluctuations (2003)Analysis of Financial Time Series (2006)A new hybrid financial time series prediction model (2020)Forecasting Nickel futures price based on the empirical wavelet transform and gradient boosting decision trees (2021)Asian stock markets closing index forecast based on secondary decomposition, multi-factor analysis and attention-based LSTM model (2022)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Financial time series forecasting using support vector machines (2003)Applications of deep learning in stock market prediction: Recent progress (2021)Comparing Predictive Accuracy (2002)Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm (2008)An innovative random forest-based nonlinear ensemble paradigm of improved feature extraction and deep learning for carbon price forecasting (2020)Forecasting stock index price using the CEEMDAN-LSTM model (2021)Oil price forecasting: A hybrid GRU neural network based on decomposition–reconstruction methods (2023)
this work references cited by second hop

References

  • 2017Stock market's price movement prediction with LSTM neural networks943 cited
  • 2015A LSTM-based method for stock returns prediction: A case study of China stock market734 cited
  • 2009Financial time series forecasting using independent component analysis and support vector regression538 cited
  • 2011Forecasting stock indices with back propagation neural network487 cited
  • 2018Improved EEMD-based crude oil price forecasting using LSTM networks220 cited
  • 2017Forecasting stochastic neural network based on financial empirical mode decomposition110 cited
  • 2011The use of artificial neural networks in the analysis and prediction of stock prices85 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work