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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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2024-12-01
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| Series: | Heliyon |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2405844024168508 |
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