- Bai, J.C. ; Guo, J.F. ; Sun, B.Z. ; Guo, Y.Q. ; Bao, Q. ; Xiao, X. Intelligent forecasting model of stock price using neighborhood rough set and multivariate empirical mode decomposition. 2023 Engineering Applications of Artificial Intelligence. 122 -
Paper not yet in RePEc: Add citation now
- Bhandari, H.N. ; Rimal, B. ; Pokhrel, N.R. ; Rimal, R. ; Dahal, K.R. ; Khatri, R.K. Predicting stock market index using LSTM. 2022 Machine Learning with Applications. 9 -
Paper not yet in RePEc: Add citation now
- Bisoi, R. ; Dash, P.K. ; Parida, A.K. Hybrid variational mode decomposition and evolutionary robust kernel extreme learning machine for stock price and movement prediction on daily basis. 2019 Applied Soft Computing. 74 652-678
Paper not yet in RePEc: Add citation now
Caiado, J. ; Lúcio, F. Stock market forecasting accuracy of asymmetric GARCH models during the COVID-19 pandemic. 2023 The North American Journal of Economics and Finance. 68 -
- Cao, J. ; Li, Z. ; Li, J. Financial time series forecasting model based on CEEMDAN and LSTM. 2019 Physica A: Statistical Mechanics and its Applications. 519 127-139
Paper not yet in RePEc: Add citation now
Caporale, G.M. ; Gil-Alana, L.A. ; Poza, C. The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields. 2022 The Quarterly Review of Economics and Finance. 86 118-123
- Chen, J.C. ; Chen, H.Z. ; Huo, Y.J. ; Gao, W.T. Application of svr models in stock index forecast based on different parameter search methods. 2017 Open Journal of Statistics. 7 75523-
Paper not yet in RePEc: Add citation now
- Dai, H.B. ; Huang, G.Q. ; Zeng, H.B. ; Zhou, F.Y. PM2.5 volatility prediction by XGBoost-MLP based on GARCH models. 2022 Journal of Cleaner Production. 356 -
Paper not yet in RePEc: Add citation now
Deng, S.K. ; Huang, X.R. ; Zhu, Y.K. ; Su, Z.H. ; Fu, Z. ; Shimada, T. Stock index direction forecasting using an explainable extreme Gradient Boosting and investor sentiments. 2023 The North American Journal of Economics and Finance. 64 -
Fu, J.H. ; Zhou, Q.L. ; Liu, Y.F. ; Wu, X. Predicting stock market crises using daily stock market valuation and investor sentiment indicators. 2020 The North American Journal of Economics and Finance. 51 -
Gao, Z.B. ; Zhang, J. The fluctuation correlation between investor sentiment and stock index using VMD-LSTM: Evidence from China stock market. 2023 The North American Journal of Economics and Finance. 66 -
- Gülmez, B. Stock price prediction with optimized deep LSTM network with artificial rabbits optimization algorithm. 2023 Expert Systems with Applications. 227 -
Paper not yet in RePEc: Add citation now
- Guo, Y.Q. ; Guo, J.F. ; Sun, B.Z. ; Bai, J.C. ; Chen, Y.W. A new decomposition ensemble model for stock price forecasting based on system clustering and particle swarm optimization. 2022 Applied Soft Computing. 130 -
Paper not yet in RePEc: Add citation now
- Huang, N.E. ; Shen, Z. ; Long, S.R. ; Wu, M.L.C. ; Shih, H.H. ; Zheng, Q.N. ; Yen, N.C. ; Tung, C.C. ; Liu, H.H. The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis. 1998 Proceedings of The Royal Society A-Mathematical Physical and Engineering Sciences. 454 903-995
Paper not yet in RePEc: Add citation now
Huang, Y.M. ; Dai, X.Y. ; Wang, Q.W. ; Zhou, D.Q. A hybrid model for carbon price forecasting using GARCH and long short-term memory network. 2021 Applied Energy. 285 -
- Huang, Y.M. ; Deng, C.R. ; Zhang, X.Y. ; Bao, Y.K. Forecasting of stock price index using support vector regression with multivariate empirical mode decomposition. 2022 Journal of Systems and Information Technology. 24 75-95
Paper not yet in RePEc: Add citation now
- Junior, P.R. ; Salomon, F.L.R. ; de Oliveira Pamplona, E. ARIMA: An applied time series forecasting model for the Bovespa stock index. 2014 Applied Mathematics. 5 52119-
Paper not yet in RePEc: Add citation now
- Kocak, C. ARMA(p, q) type high order fuzzy time series forecast method based on fuzzy logic relations. 2017 Applied Soft Computing. 58 92-103
Paper not yet in RePEc: Add citation now
Li, H.J. ; Zhou, D.H. ; Hu, J.Y. ; Li, J.W. ; Su, M.Y. ; Guo, L.L. Forecasting the realized volatility of energy stock market: A multimodel comparison. 2023 The North American Journal of Economics and Finance. 66 -
Li, Y.L. ; Bu, H. ; Li, J.H. ; Wu, J.J. The role of text-extracted investor sentiment in Chinese stock price prediction with the enhancement of deep learning. 2020 International Journal of Forecasting. 36 1541-1562
- Lin, T. ; Horne, B.G. ; Giles, C.L. How embedded memory in recurrent neural network architectures helps learning long-term temporal dependencies. 1998 Neural Network. 11 861-868
Paper not yet in RePEc: Add citation now
Lin, Y. ; Yan, Y. ; Xu, J.L. ; Liao, Y. ; Ma, F. Forecasting stock index price using the CEEMDAN-LSTM model. 2021 The North American Journal of Economic and Finance. 57 -
- Lin, Y. ; Yu, Y.Y. ; Zhang, X. ; Yue, Y.Y. ; Liu, X. Research on crude oil futures price forecasting based on error correction and deep reinforcement learning. 2023 Systems Engineering-Theory & Practice. 43 206-221
Paper not yet in RePEc: Add citation now
- Lin, Z. Modelling and forecasting the stock market volatility of SSE composite index using GARCH models. 2018 Future Generation Computer Systems. 79 960-972
Paper not yet in RePEc: Add citation now
Liu, R.Y. ; He, L.Y. ; Xia, Y.F. ; Fu, Y.T. ; Chen, L. Research on the time-varying effects among green finance markets in China: A fresh evidence from multi-frequency scale perspective. 2023 The North American Journal of Economics and Finance. 66 -
Lu, Q. ; Liao, J.W. ; Chen, K.C. ; Liang, Y.H. ; Lin, Y. Predicting natural gas prices based on a novel hybrid model with variational mode decomposition. 2024 Computational Economics. 63 639-678
- Mulla, R.A. ; Saini, S. ; Mane, P.S. ; Balkhande, B.W. ; Pawar, M.E. ; Deshmukh, K.A. A novel hybrid approach for stock market index forecasting using CNN-LSTM fusion model. 2024 International Journal of Intelligent Systems and Applications in Engineering. 12 266-279
Paper not yet in RePEc: Add citation now
- Nasirtafreshi, I. Forecasting cryptocurrency prices using recurrent neural network and long short-term memory. 2022 Data & Knowledge Engineering. 139 -
Paper not yet in RePEc: Add citation now
- Nayak, R.K. ; Mishra, D. ; Rath, A.K. A Naïve SVM-KNN based stock market trend reversal analysis for Indian benchmark indices. 2015 Applied Soft Computing. 35 670-680
Paper not yet in RePEc: Add citation now
- Niu, H.L. ; Xu, K.L. ; Wang, W.Q. A hybrid stock price index forecasting model based on variational mode decomposition and LSTM network. 2020 Applied Intelligence. 50 4296-4309
Paper not yet in RePEc: Add citation now
- Qi, C.Y. ; Ren, J.Y. ; Su, J. GRU neural network based on CEEMDAN-wavelet for stock price prediction. 2023 Applied Sciences. 13 7104-
Paper not yet in RePEc: Add citation now
- Rather, A.M. LSTM-based deep learning model for stock prediction and predictive optimization model. 2021 EURO Journal on Decision Processes. 9 -
Paper not yet in RePEc: Add citation now
Rehman, A. ; Zhu, J.J. ; Segovia, J. ; Anderson, P.R. Assessment of deep learning and classical statistical methods on forecasting hourly natural gas demand at multiple sites in Spain. 2022 Energy. 244 -
- Ren, S.S. ; Wang, X. ; Zhou, X. ; Zhou, Y. A novel hybrid model for stock price forecasting integrating encoder forest and informer. 2023 Expert Systems with Applications. 234 -
Paper not yet in RePEc: Add citation now
- Ronaghi, F. ; Salimibeni, M. ; Naderkhani, F. ; Mohammadi, A. COVID19-HPSMP: COVID-19 adopted hybrid and parallel deep information fusion framework for stock price movement prediction. 2022 Expert Systems with Applications. 187 -
Paper not yet in RePEc: Add citation now
Sadorsky, P. Forecasting solar stock prices using tree-based machine learning classification: How important are silver prices?. 2022 North American Journal of Economics and Finance. 61 -
- Sharma, N. ; Sharma, R. ; Jindal, N. Machine learning and deep learning applications-A vision. 2021 Global Transitions Proceedings. 2 24-28
Paper not yet in RePEc: Add citation now
- Sheta, A.F. ; Ahmed, S.E.M. ; Faris, H. A comparison between regression, artificial neural networks and support vector machines for predicting stock market index. 2015 International Journal of Advanced Research in Artificial Intelligence. 4 55-63
Paper not yet in RePEc: Add citation now
Štifanić, D. ; Musulin, J. ; Miočević, A. ; Baressi, S.S. ; Šubić, R. ; Car, Z. Impact of COVID-19 on forecasting stock prices: An integration of stationary wavelet transform and bidirectional long short-term memory. 2020 Complexity. 2020 1-12
Wang, J. ; Wang, X.Y. ; Wang, X. International oil shocks and the volatility forecasting of Chinese stock market based on machine learning combination models. 2024 The North American Journal of Economics and Finance. 70 -
- Wang, J.J. ; Cui, Q. ; Sun, X. ; He, M.L. Asian stock markets closing index forecast based on secondary decomposition, multi-factor analysis and attention-based LSTM model. 2022 Engineering Applications of Artificial Intelligence. 113 -
Paper not yet in RePEc: Add citation now
- Wang, L. ; Ma, F. ; Liu, J. ; Yang, L. Forecasting stock price volatility: New evidence from the GARCH-MIDAS model. 2020 International Journal of Forecasting. 36 684-694
Paper not yet in RePEc: Add citation now
- Wu, D.M. ; Wang, X.L. ; Wu, S.C. Jointly modeling transfer learning of industrial chain information and deep learning for stock prediction. 2022 Expert Systems with Applications. 191 -
Paper not yet in RePEc: Add citation now
- Wu, Z. ; Huang, N.E. Ensemble empirical mode decomposition a noise-assisted data analysis method. 2009 Advances in Adaptive Data Analysis. 1 1-41
Paper not yet in RePEc: Add citation now
Yan, W.L. Stock index futures price prediction using feature selection and deep learning. 2023 The North American Journal of Economics and Finance. 64 -
- Yang, S.M. ; Chen, D.J. ; Li, S.L. ; Wang, W.J. Carbon price forecasting based on modified ensemble empirical mode decomposition and long short-term memory optimized by improved whale optimization algorithm. 2020 Science of The Total Environment. 716 -
Paper not yet in RePEc: Add citation now
- Yao, Y. ; Zhang, Z.Y. ; Zhao, Y. Stock index forecasting based on multivariate empirical mode decomposition and temporal convolutional networks. 2023 Applied Soft Computing. 142 -
Paper not yet in RePEc: Add citation now
- Yu, X.W. ; Qing, B.W. ; Jia, Q.Z. Improved EEMD-based crude oil price forecasting using LSTM networks. 2019 Physica A: Statistical Mechanics and its Applications. 516 114-124
Paper not yet in RePEc: Add citation now
- Yu, Y.Y. ; Lin, Y. ; Hou, X.P. ; Zhang, X. Novel optimization approach for realized volatility forecast of stock price index based on deep reinforcement learning model. 2023 Expert Systems with Applications. 233 -
Paper not yet in RePEc: Add citation now
- Yuan, F. ; Che, J.X. An ensemble multi-step M-RMLSSVR model based on VMD and two-group strategy for day-ahead short-term load forecasting. 2022 Knowledge-Based Systems. 252 -
Paper not yet in RePEc: Add citation now
Zhang, J.T. ; Liu, H.F. ; Bai, W. ; Li, X.J. A hybrid approach of wavelet transform, ARIMA and LSTM model for the share price index futures forecasting. 2024 The North American Journal of Economics and Finance. 69 -
- Zhang, K.F. ; Yang, X.L. ; Wang, T. ; Thé, J. ; Tan, Z.C. ; Yu, H.S. Multi-step carbon price forecasting using a hybrid model based on multivariate decomposition strategy and deep learning algorithms. 2023 Journal of Cleaner Production. 405 -
Paper not yet in RePEc: Add citation now
Zhang, X.M. ; Zhang, S. Optimal time-varying tail risk network with a rolling window approach. 2021 Physica A: Statistical Mechanics and its Applications. 580 -
- Zhao, C.J. ; Wu, M.L. ; Liu, J.F. ; Duan, Z.N. ; Li, J. ; Shen, L.H. ; Shangguan, X.K. ; Liu, D.H. ; Wang, Y.J. Progress and prospects of data-driven stock price forecasting research. 2023 International Journal of Cognitive Computing in Engineering. 4 100-108
Paper not yet in RePEc: Add citation now
- Zhao, Y. ; Zhang, W.G. ; Liu, X.F. Grid search with a weighted error function: Hyper-parameter optimization for financial time series forecasting. 2024 Applied Soft Computing. 154 -
Paper not yet in RePEc: Add citation now
Zhou, W. ; Chen, Y. ; Chen, J. Dynamic volatility spillover and market emergency: Matching and forecasting. 2024 The North American Journal of Economics and Finance. 71 -