Deep Learning Algorithm-Based Financial Prediction Models
In this paper, a new FEPA portfolio forecasting model is based on the EMD decomposition method. The model is based on the special empirical modal decomposition of financial time series, principal component analysis, and artificial neural network to model and forecast for nonlinear, nonstationary, mu...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2021-01-01
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| Series: | Complexity |
| Online Access: | http://dx.doi.org/10.1155/2021/5560886 |
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