Multi-feature stock price prediction by LSTM networks based on VMD and TMFG
Abstract The stock market is characterized by its high nonlinearity and complexity, making traditional methods ineffective in capturing its nonlinear features and complex market dynamics. This paper proposes a novel stock price forecasting model—the Variational Mode Decomposition—Triangulated Maxima...
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| Principais autores: | , , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
SpringerOpen
2025-03-01
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| Series: | Journal of Big Data |
| Assuntos: | |
| Acceso en liña: | https://doi.org/10.1186/s40537-025-01127-4 |
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