A Novel Hybrid Model for Financial Forecasting Based on CEEMDAN-SE and ARIMA-CNN-LSTM
Financial time series data are characterized by non-linearity, non-stationarity, and stochastic complexity, so predicting such data presents a significant challenge. This paper proposes a novel hybrid model for financial forecasting based on CEEMDAN-SE and ARIMA- CNN-LSTM. With the help of the CEEMD...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2024-08-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/12/16/2434 |