Cargando…
Empirical mode decomposition using deep learning model for financial market forecasting
Financial market forecasting is an essential component of financial systems; however, predicting financial market trends is a challenging job due to noisy and non-stationary information. Deep learning is renowned for bringing out excellent abstract features from the huge volume of raw data without d...
| Autores principales: | , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
PeerJ Inc.
2022
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9575866/ https://www.ncbi.nlm.nih.gov/pubmed/36262133 http://dx.doi.org/10.7717/peerj-cs.1076 |