References

• 2018Study on a prediction of P2P network loan default based on the machine learning LightGBM and XGboost algorithms according to different high dimensional data cleaning444 cited
• 2011Stock index forecasting based on a hybrid model377 cited
• 2013Multiple-output support vector regression with a firefly algorithm for interval-valued stock price index forecasting197 cited
• 2022Novel optimization approach for stock price forecasting using multi-layered sequential LSTM183 cited
• 2019Forecasting stock price volatility: New evidence from the GARCH-MIDAS model182 cited
• 2023Oil price forecasting: A hybrid GRU neural network based on decomposition–reconstruction methods180 cited
• 2020A novel text-based framework for forecasting agricultural futures using massive online news headlines179 cited
• 2015Forecasting stock market indexes using principle component analysis and stochastic time effective neural networks163 cited
• 2021A hybrid approach of adaptive wavelet transform, long short-term memory and ARIMA-GARCH family models for the stock index prediction149 cited
• 2022Forecasting the realized volatility of stock price index: A hybrid model integrating CEEMDAN and LSTM130 cited
• 2021A combination forecasting model based on hybrid interval multi-scale decomposition: Application to interval-valued carbon price forecasting122 cited
• 2022Multi-step-ahead stock price index forecasting using long short-term memory model with multivariate empirical mode decomposition117 cited