A novel Gaussian process regression-based stock index interval forecasting model integrating optimal variables screening with bidirectional long short-term memory
Author:
Funder
National Natural Science Foundation of China
Publisher
Springer Science and Business Media LLC
Subject
Geometry and Topology,Theoretical Computer Science,Software
Link
https://link.springer.com/content/pdf/10.1007/s00500-023-09362-8.pdf
Reference45 articles.
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3. Anish CM, Majhi B (2016) Hybrid nonlinear adaptive scheme for stock market prediction using feedback FLANN and factor analysis. J Korean Statistical Society 45(1):64–76
4. Ariyo AA, Adewumi AO, Ayo CK. (2015). “Stock price prediction using the ARIMA model,” in Proceedings of 16th International Conference on Computer Modelling and Simulation. East Lansing 2015; 106–112.
5. Atsalakis GS, Valavanis KP (2009) Surveying stock market forecasting tech-niques – Part II: Soft computing methods. Expert Syst Appl 36(3):5941–5950
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