Intraday stock price forecasting based on variational mode decomposition

Journal of Computational Science

Volumn 12, Issue , 2016, Pages 23-27

  Lahmiri, Salim ^a  

^a ESCA School of Management   (Morocco)

Author keywords

Artificial neural networks; Forecasting; Intraday stock price; Particle swarm optimization; Variational mode decomposition

Indexed keywords

COSTS; ELECTRONIC TRADING; FINANCIAL MARKETS; FORECASTING; NEURAL NETWORKS;

BACK-PROPAGATION NEURAL NETWORKS; INITIAL WEIGHTS; MODE DECOMPOSITION; MULTI-RESOLUTION TECHNIQUES; PREDICTIVE MODELING; STOCK PRICE; STOCK PRICE FORECASTING;

PARTICLE SWARM OPTIMIZATION (PSO);

EID: 84954156935     PISSN: 18777503     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jocs.2015.11.011     Document Type: Article

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