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Deep Learning Algorithm-Based Financial Prediction Models
2021
Complexity
In this paper, a new FEPA portfolio forecasting model is based on the EMD decomposition method. The model is based on the special empirical modal decomposition of financial time series, principal component analysis, and artificial neural network to model and forecast for nonlinear, nonstationary, multiscale complex financial time series to predict stock market indices and foreign exchange rates and empirically investigate this hot area in financial market research. The combined forecasting
doi:10.1155/2021/5560886
fatcat:drllpsqrbfckrfuuc75kbbspra