Stock price prediction using multi-scale nonlinear ensemble of deep learning and evolutionary weighted support vector regression

DOI10.1515/snde-2021-0096OpenAlexW4281635761MaRDI QIDQ6138257

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Publication date: 5 September 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-2021-0096

zbMATH Keywords

stock price predictionlong short-term memory networkweighted support vector regressionnonlinear ensembletree-structured parzen estimator

Mathematics Subject Classification ID

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

Cites Work

• Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns
• European exchange trading funds trading with locally weighted support vector regression
• Generalized autoregressive conditional heteroscedasticity
• Advantages of direct input-to-output connections in neural networks: the Elman network for stock index forecasting
• A novel framework for stock trading signals forecasting
• Exploring the attention mechanism in LSTM-based Hong Kong stock price movement prediction

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