A Hybrid Model for Stock Index Forecasting Integrating Adaptive Frequency-Domain Decomposition and Enhanced Transformer Encoder
Stock index price series are composed of superimposed multi-frequency components, including long-term trends, cyclical fluctuations, and stochastic noise. Effectively decoupling these heterogeneous components and modeling them separately is key to improving forecasting accuracy. Existing methods und...
में बचाया:
| मुख्य लेखकों: | , , , |
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| स्वरूप: | Artigo |
| भाषा: | Inglês |
| प्रकाशित: |
MDPI AG
2026-06-01
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| श्रृंखला: | Mathematics |
| विषय: | |
| ऑनलाइन पहुंच: | https://www.mdpi.com/2227-7390/14/12/2202 |
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