CEGH: A Hybrid Model Using CEEMD, Entropy, GRU, and History Attention for Intraday Stock Market Forecasting

Intraday stock time series are noisier and more complex than other financial time series with longer time horizons, which makes it challenging to predict. We propose a hybrid CEGH model for intraday stock market forecasting. The CEGH model contains four stages. First, we use complete ensemble empiri...

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Detalles Bibliográficos
Autores principales: Liu, Yijiao, Liu, Xinghua, Zhang, Yuxin, Li, Shuping
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9857506/
https://www.ncbi.nlm.nih.gov/pubmed/36673213
http://dx.doi.org/10.3390/e25010071

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9857506/
https://www.ncbi.nlm.nih.gov/pubmed/36673213
http://dx.doi.org/10.3390/e25010071

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