Prediction of stock index of two-scale long short-term memory model based on multiscale nonlinear integration

DOI10.1515/SNDE-2021-0032OpenAlexW3207370304MaRDI QIDQ6039115

Zhiwei Pan, Brandon J. Bethel, Decai Tang

Publication date: 3 May 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2021-0032

zbMATH Keywords

long short-term memory neural networknonlinear integrationmulti-scale decompositionstock predictionovernight information

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

This page was built for publication: Prediction of stock index of two-scale long short-term memory model based on multiscale nonlinear integration