Kernel multi-granularity double-quantitative rough set based on ensemble empirical mode decomposition: application to stock price trends prediction
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Publication:6596682
DOI10.1016/j.ijar.2024.109217MaRDI QIDQ6596682
Xiangtang Chen, Juncheng Bai, Bingzhen Sun, Y. Q. Guo, Lin Zhang
Publication date: 2 September 2024
Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)
kernel functionattribute reductionensemble empirical mode decompositionmulti-granularity double-quantitative rough setstock trends prediction
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