Predicting Wavelet-Transformed Stock Prices Using a Vanishing Gradient Resilient Optimized Gated Recurrent Unit with a Time Lag
Author:
Publisher
Scientific Research Publishing, Inc.
Subject
Materials Chemistry
Reference27 articles.
1. Efficient Market Hypothesis
2. Using Structured Events to Predict Stock Price Movement: An Empirical Investigation
3. Nonlinear Autoregressive Neural Network and Extended Kalman Filters for Prediction of Financial Time Series
4. Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency
5. Ensemble empirical mode decomposition and long short-term memory neural network for multi-step predictions of time series signals in nuclear power plants
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