Financial Time Series Forecasting via CEEMDAN-LSTM with Exogenous Features

Author:

de Luca Avila RenanORCID,De Bona GlauberORCID

Publisher

Springer International Publishing

Reference17 articles.

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3. Box, G.E.P., Jenkins, G.M., Reinsel, G.C.: Time Series analysis: forecasting and Control, 4th edn. A John Wiley & Sons, Inc. (2012)

4. Engle, R.F.: Autoregressive conditional heteroscedasticity with estimates of the variance of united kingdom inflation. Econometrica 50(4), 987–1007 (1982)

5. Hamilton, J.D.: On the interpretation of cointegration in the linear-quadratic inventory model. J. Econ. Dyn. Control 26(12), 2037–2049 (2002)

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