Non‐stationary financial time series forecasting based on meta‐learning-Reference-Cited by-同舟云学术

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Non‐stationary financial time series forecasting based on meta‐learning

Published:2022-12-02 Issue:1 Volume:59 Page:
ISSN:0013-5194
Container-title:Electronics Letters
language:en
Short-container-title:Electronics Letters

Author:

Hong Anqi¹,Gao Minghan²,Gao Qiang¹,Peng Xiao‐Hong³

Affiliation:

1. School of Electronic and Information Engineering Beihang University Beijing China

2. School of Artificial Intelligence Beijing University of Posts and Telecommunications Beijing China

3. Faculty of Computing Engineering and the Built Environment Birmingham City University Birmingham UK

Funder

National Key Research and Development Program of China

Publisher

Institution of Engineering and Technology (IET)

Subject

Electrical and Electronic Engineering

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1049/ell2.12681

Reference10 articles.

1. Investigation of market efficiency and Financial Stability between S&P 500 and London Stock Exchange: Monthly and yearly Forecasting of Time Series Stock Returns using ARMA model

2. Predicting Closed Price Time Series Data Using ARIMA Model

3. Modeling and forecasting crude oil markets using ARCH-type models

4. Garch forecasting performance under different distribution assumptions

5. Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Expediting Prediction Accuracy with Exploration and Incorporation of Virtual Data;SN Computer Science;2024-05-15

2. A bibliometric literature review of stock price forecasting: From statistical model to deep learning approach;Science Progress;2024-01

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