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...

Full description

Saved in:
Bibliographic Details
Main Authors: Temitope Olubanjo Kehinde, Oluyinka J. Adedokun, Morenikeji Kabirat Kareem, Joseph Akpan, Oludolapo A. Olanrewaju
Format: Article
Language:English
Published: Elsevier 2025-09-01
Series:Intelligent Systems with Applications
Subjects:
Online Access:http://www.sciencedirect.com/science/article/pii/S2667305325000900
Tags: Add Tag
No Tags, Be the first to tag this record!