References

• 2003Time series forecasting using a hybrid ARIMA and neural network model4,469 cited
• 2017Deep learning with long short-term memory networks for financial market predictions2,827 cited
• 2017A deep learning framework for financial time series using stacked autoencoders and long-short term memory1,131 cited
• 2004A hybrid ARIMA and support vector machines model in stock price forecasting1,000 cited
• 2010A novel hybridization of artificial neural networks and ARIMA models for time series forecasting825 cited
• 2018Forecasting the volatility of stock price index: A hybrid model integrating LSTM with multiple GARCH-type models786 cited
• 2018Financial time series forecasting model based on CEEMDAN and LSTM712 cited
• 2014A moving-average filter based hybrid ARIMA–ANN model for forecasting time series data505 cited
• 2018Genetic Algorithm-Optimized Long Short-Term Memory Network for Stock Market Prediction311 cited
• 2019Improving forecasting accuracy of time series data using a new ARIMA-ANN hybrid method and empirical mode decomposition309 cited
• 2020A novel deep learning framework: Prediction and analysis of financial time series using CEEMD and LSTM237 cited
• 2018EMD2FNN: A strategy combining empirical mode decomposition and factorization machine based neural network for stock market trend prediction156 cited
• 2014Forecasting stock index returns using ARIMA-SVM, ARIMA-ANN, and ARIMA-random forest hybrid models