A Hybrid Approach of Adaptive Wavelet Transform, Long Short-Term Memory and ARIMA-GARCH Family Models for the Stock Index Prediction

标题
A Hybrid Approach of Adaptive Wavelet Transform, Long Short-Term Memory and ARIMA-GARCH Family Models for the Stock Index Prediction
作者
关键词
Stock index forecasting, Long short-term memory, Adaptive wavelet transform, FIGARCH and FIEGARCH models
出版物
EXPERT SYSTEMS WITH APPLICATIONS
Volume -, Issue -, Pages 115149
出版商
Elsevier BV
发表日期
2021-05-06
DOI
10.1016/j.eswa.2021.115149

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