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Stock Index Forecasting Using a Novel Integrated Model Based on CEEMDAN and TCN-GRU-CBAM
16 references·0 citing·50 second hopsampled
Stock Index Forecasting Using a Novel Integrated Model Based on CEEMDAN and TCN-GRU-CBAM (2024)Stock Index Forecasting Using a Novel Int…Stock index forecasting based on multivariate empirical mode decomposition and temporal convolutional networks (2023)Stock index forecasting based…Challenge and Opportunity: Deep Learning-Based Stock Price Prediction by Using Bi-Directional LSTM Model (2023)Challenge and Opportunity: De…Forecasting gold price using a novel hybrid model with ICEEMDAN and LSTM-CNN-CBAM (2022)Forecasting gold price using …Stock Prediction Based on Optimized LSTM and GRU Models (2021)Stock Prediction Based on Opt…Stock Price Prediction Using CNN and LSTM-Based Deep Learning Models (2020)Stock Price Prediction Using …Research of Stock Price Prediction Based on PCA-LSTM Model (2020)Research of Stock Price Predi…Deep Learning-Based Stock Price Prediction Using LSTM and Bi-Directional LSTM Model (2020)Deep Learning-Based Stock Pri…Forecasting China's oil consumption: A comparison of novel nonlinear-dynamic grey model (GM), linear GM, nonlinear GM and metabolism GM (2019)Forecasting China's oil consu…CNNpred: CNN-based stock market prediction using a diverse set of variables (2019)CNNpred: CNN-based stock mark…Financial time series forecasting model based on CEEMDAN and LSTM (2018)Financial time series forecas…Modelling and forecasting the stock market volatility of SSE Composite Index using GARCH models (2017)Modelling and forecasting the…A review of stock market prediction with Artificial neural network (ANN) (2013)A review of stock market pred…Support Vector Machines for Prediction of Futures Prices in Indian Stock Market (2012)Support Vector Machines for P…Forecasting S&P-100 stock index volatility: The role of volatility asymmetry and distributional assumption in GARCH models (2009)Forecasting S&P-100 stock ind…Forecasting stock market movement direction with support vector machine (2004)Forecasting stock market move…A hybrid ARIMA and support vector machines model in stock price forecasting (2004)A hybrid ARIMA and support ve…Time Series Analysis Forecasting and Control. 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(2007)Deep learning with long short-term memory networks for financial market predictions (2017)Deep Learning for Stock Market Prediction (2020)Machine learning techniques and data for stock market forecasting: A literature review (2022)Stock Price Prediction Using the ARIMA Model (2014)A deep learning framework for financial time series using stacked autoencoders and long-short term memory (2017)ModAugNet: A new forecasting framework for stock market index value with an overfitting prevention LSTM module and a prediction LSTM module (2018)A time series analysis-based stock price prediction using machine learning and deep learning models (2020)Forecasting Stock Market Prices Using Machine Learning and Deep Learning Models: A Systematic Review, Performance Analysis and Discussion of Implications (2023)Stock price prediction with optimized deep LSTM network with artificial rabbits optimization algorithm (2023)Designing a neural network for forecasting financial and economic time series (1996)Using LSTM and GRU neural network methods for traffic flow prediction (2016)Stock price prediction using LSTM, RNN and CNN-sliding window model (2017)Deep learning-based exchange rate prediction during the COVID-19 pandemic (2021)Predicting LQ45 financial sector indices using RNN-LSTM (2021)A comprehensive review on multiple hybrid deep learning approaches for stock prediction (2022)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)Markowitz Mean-Variance Portfolio Optimization with Predictive Stock Selection Using Machine Learning (2022)A Stock Price Prediction Method Based on BiLSTM and Improved Transformer (2023)Transformer-Gated Recurrent Unit Method for Predicting Stock Price Based on News Sentiments and Technical Indicators (2023)A forecast comparison of volatility models: does anything beat a GARCH(1,1)? (2005)The Performance of LSTM and BiLSTM in Forecasting Time Series (2019)A new decomposition ensemble model for stock price forecasting based on system clustering and particle swarm optimization (2022)A novel deep learning carbon price short-term prediction model with dual-stage attention mechanism (2023)Forecasting carbon price in China unified carbon market using a novel hybrid method with three-stage algorithm and long short-term memory neural networks (2023)Deep learning-based feature engineering for stock price movement prediction (2018)Efficient Stock-Market Prediction Using Ensemble Support Vector Machine (2020)
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References

  • 2004Forecasting stock market movement direction with support vector machine1,163 cited
  • 2004A hybrid ARIMA and support vector machines model in stock price forecasting1,019 cited
  • 2018Financial time series forecasting model based on CEEMDAN and LSTM718 cited
  • 2019CNNpred: CNN-based stock market prediction using a diverse set of variables671 cited
  • 2020Deep Learning-Based Stock Price Prediction Using LSTM and Bi-Directional LSTM Model355 cited
  • 2022Forecasting gold price using a novel hybrid model with ICEEMDAN and LSTM-CNN-CBAM206 cited
  • 2021Stock Prediction Based on Optimized LSTM and GRU Models168 cited
  • 2020Stock Price Prediction Using CNN and LSTM-Based Deep Learning Models166 cited
  • 2017Modelling and forecasting the stock market volatility of SSE Composite Index using GARCH models149 cited
  • 2013A review of stock market prediction with Artificial neural network (ANN)117 cited
  • 2009Forecasting S&P-100 stock index volatility: The role of volatility asymmetry and distributional assumption in GARCH models111 cited
  • 2023Challenge and Opportunity: Deep Learning-Based Stock Price Prediction by Using Bi-Directional LSTM Model98 cited
  • 2023Stock index forecasting based on multivariate empirical mode decomposition and temporal convolutional networks69 cited
  • 2019Forecasting China's oil consumption: A comparison of novel nonlinear-dynamic grey model (GM), linear GM, nonlinear GM and metabolism GM

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69 cited
  • 2012Support Vector Machines for Prediction of Futures Prices in Indian Stock Market65 cited
  • 2020Research of Stock Price Prediction Based on PCA-LSTM Model56 cited
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