STL-ELM: A computationally efficient hybrid approach for predicting high volatility stock market
Accurate forecasting of high-volatility stock markets is critical for investors and policymakers, yet existing models struggle with computational inefficiency and noise sensitivity. This study introduces STL-ELM, a novel hybrid model combining Seasonal-Trend decomposition using LOESS (STL) and Extre...
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| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2025-09-01
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| Series: | Intelligent Systems with Applications |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2667305325000900 |
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