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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2022
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| Materias: | |
| 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 |