Forecasting stock index price using the CEEMDAN-LSTM model
Yu Lin, Yan Yan, Jiali Xu, Ying Liao, Feng Ma
| Year of publication: |
2021
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| Authors: | Lin, Yu ; Yan, Yan ; Xu, Jiali ; Liao, Ying ; Ma, Feng |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 57.2021, p. 1-14
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| Subject: | CEEMDAN | Long short-term memory | MCS test | Mixture models | Stock index price forecasting | Aktienindex | Stock index | Prognoseverfahren | Forecasting model | Börsenkurs | Share price | Prognose | Forecast | Index-Futures | Index futures | Theorie | Theory | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2021.101421 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012822188