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A new financial data forecasting model using genetic algorithm and long short-term memory network
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1 of the 58 references listed on this page is in the Retraction Watch database as retracted (export 2026-10-28): 10.1007/s00500-018-3336-1 (notice 2021-08-12).
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inferredcites →https://doi.org/10.1016/b978-0-12-741252-8.50010-8openalex-snapshotTheory of the Backpropagation Neural Network**Based on “nonindent” by Robert Hecht-Nielsen, which appeared in Proceedings of the International Joint Conference on Neural Networks 1, 593–611, June 1989. © 1989 IEEE.
inferredcites →https://doi.org/10.1016/j.asoc.2018.11.008openalex-snapshotHybrid Variational Mode Decomposition and evolutionary robust kernel extreme learning machine for stock price and movement prediction on daily basis
inferredcites →https://doi.org/10.1016/j.eneco.2018.07.011openalex-snapshotThe dependence and risk spillover between crude oil market and China stock market: New evidence from a variational mode decomposition-based copula method
inferredcites →https://doi.org/10.1016/j.physa.2015.05.067openalex-snapshotLong memory in international financial markets trends and short movements during 2008 financial crisis based on variational mode decomposition and detrended fluctuation analysis
inferredcites →https://doi.org/10.2307/1912773openalex-snapshotAutoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
inferredcites →https://doi.org/10.2307/2284333openalex-snapshotDistribution of Residual Autocorrelations in Autoregressive-Integrated Moving Average Time Series Models
inferredcites →https://doi.org/10.3390/app8122473openalex-snapshotHybrid Models Combining Technical and Fractal Analysis with ANN for Short-Term Prediction of Close Values on the Warsaw Stock Exchange
What points at this work
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inferred← citeshttps://doi.org/10.1016/j.eswa.2024.126222openalex-snapshotAn intelligent framework based on optimized variational mode decomposition and temporal convolutional network: Applications to stock index multi-step forecasting
inferred← citeshttps://doi.org/10.1063/5.0154124openalex-snapshotComparison of stock market prediction performance of ARIMA and RNN-LSTM model – A case study on Indian stock exchange
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inferred← citeshttps://doi.org/10.1155/2021/7388825openalex-snapshot[Retracted] Optimization of Machine Online Translation System Based on Deep Convolution Neural Network Algorithm
inferred← citeshttps://doi.org/10.1155/2022/7728596openalex-snapshot[Retracted] Study on the Practice of Enterprise Financial Management System under the Epidemic Norm Based on Artificial Neural Network
inferred← citeshttps://doi.org/10.2139/ssrn.5393608openalex-snapshotForecasting Short-Term Wti Crude Oil Prices: Are State-of-The-Art Deep Learning Models More Accurate than Traditional Econometric Models?
inferred← citeshttps://doi.org/10.2139/ssrn.6136401openalex-snapshotA decision-support framework for stock index forecasting and trading: Genetic-optimized VMD with convolutional LSTM and walk-forward validation
inferred← citeshttps://doi.org/10.3390/su15107949openalex-snapshotShort-Term Subway Passenger Flow Prediction Based on Time Series Adaptive Decomposition and Multi-Model Combination (IVMD-SE-MSSA)
inferred← citeshttps://doi.org/10.4236/jcc.2022.1012003openalex-snapshotStock Price Forecasting with Artificial Neural Networks Long Short-Term Memory: A Bibliometric Analysis and Systematic Literature Review
inferred← citeshttps://doi.org/10.63053/ijmea.32openalex-snapshotDynamic Cash Flow Management Under Uncertainty: Integrating Scenario Planning and Advanced Analytical Tools
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