Forecasting stock market for an efficient portfolio by combining XGBoost and Hilbert–Huang​ transform

Author:

Dezhkam ArsalanORCID,Manzuri Mohammad TaghiORCID

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Artificial Intelligence,Control and Systems Engineering

Reference61 articles.

1. Deep learning and wavelets for high-frequency price forecasting;Arévalo,2018

2. Impact of oil price shocks on stock returns in Turkey: A sectoral analysis based on Hilbert-Huang transform and event study;Bogeh;Jafas,2021

3. An Analysis of Burton Malkiel’s a Random Walk Down Wall Street, the Macat Library;Burton,2017

4. Reinforcement learning applied to Forex trading;Carapuço;Appl. Soft Comput.,2018

5. XGBoost: A scalable tree boosting system;Chen,2016

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