A hybrid model combining variational mode decomposition and an attention-GRU network for stock price index forecasting

DOI10.3934/mbe.2020367zbMath1471.91549OpenAlexW3093650255WikidataQ104619360 ScholiaQ104619360MaRDI QIDQ1979580

Hongli Niu, Kunliang Xu

Publication date: 3 September 2021

Published in: Mathematical Biosciences and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/mbe.2020367

zbMATH Keywords

stock priceforecastingvariational mode decompositionattention mechanismgated recurrent units

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15)

Related Items (1)

Stock price forecasting based on Hausdorff fractional grey model with convolution and neural network

Cites Work

• Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers
• Variational Mode Decomposition
• Exploring the attention mechanism in LSTM-based Hong Kong stock price movement prediction

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