Can hybrid model improve the forecasting performance of stock price index amid COVID-19? : contextual evidence from the MEEMD-LSTM-MLP approach
Qu Yang, Yuanyuan Yu, Dongsheng Dai, Qian He, Yu Lin
| Year of publication: |
2024
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|---|---|
| Authors: | Yang, Qu ; Yu, Yuanyuan ; Dai, Dongsheng ; He, Qian ; Lin, Yu |
| Subject: | Stock price index multi-step forecasting | COVID-19 | Modified ensemble empirical mode decomposition | Long short-term memory | Multilayer perceptron | Börsenkurs | Share price | Prognoseverfahren | Forecasting model | Coronavirus | Aktienindex | Stock index | Zeitreihenanalyse | Time series analysis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102252 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015135677