Hybrid preprocessing for neural network-based stock price prediction

In the domain of stock price prediction, the intricate interdependencies within multivariate time series data present significant challenges for accurate forecasting. This paper introduces a groundbreaking hybrid preprocessing technique to tackle this issue. By leveraging the Empirical Wavelet Trans...

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Bibliographic Details
Main Authors: Jian-Lei Li, Wei-Kang Shi
Format: Article
Language:English
Published: Elsevier 2024-12-01
Series:Heliyon
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2405844024168508
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