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A decision-support framework for stock index forecasting and trading: Genetic-optimized VMD with convolutional LSTM and walk-forward validation

https://doi.org/10.2139/ssrn.6136401
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Outgoing claims: the papers this work cites, builds on, or argues with.

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Research on a hybrid prediction model for stock price based on long short-term memory and variational mode decomposition
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A hybrid stock price index forecasting model based on variational mode decomposition and LSTM network
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A Survey of Deep Learning and Its Applications: A New Paradigm to Machine Learning
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Speed up grid-search for parameter selection of support vector machines
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Air quality index prediction through TimeGAN data recovery and PSO-optimized VMD-deep learning framework
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Predicting energy prices based on a novel hybrid machine learning: Comprehensive study of multi-step price forecasting
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A feature weighted support vector machine and K-nearest neighbor algorithm for stock market indices prediction
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Stock price prediction using deep learning and frequency decomposition
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A hybrid model integrating deep learning with investor sentiment analysis for stock price prediction
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BiCuDNNLSTM-1dCNN — A hybrid deep learning-based predictive model for stock price prediction
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Optimizing filter rule parameters with genetic algorithm and stock selection with artificial neural networks for an improved trading: The case of Borsa Istanbul
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A comprehensive decision support system for stock investment decisions
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Forecasting directional movements of stock prices for intraday trading using LSTM and random forests
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Macroeconomic determinants of the stock market: A comparative study of Anglosphere and BRICS
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Forecasting: theory and practice
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Money supply, opinion dispersion, and stock prices
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Predicting carbon futures prices based on a new hybrid machine learning: Comparative study of carbon prices in different periods
inferredcites →https://doi.org/10.1016/j.knosys.2021.107994openalex-snapshot
LSTM based decision support system for swing trading in stock market
inferredcites →https://doi.org/10.1016/j.neucom.2020.04.086openalex-snapshot
A new financial data forecasting model using genetic algorithm and long short-term memory network
inferredcites →https://doi.org/10.1016/j.physa.2007.11.015openalex-snapshot
Forecasting volatility of SSEC in Chinese stock market using multifractal analysis
inferredcites →https://doi.org/10.1016/j.physa.2018.11.061openalex-snapshot
Financial time series forecasting model based on CEEMDAN and LSTM
inferredcites →https://doi.org/10.1080/23322039.2024.2355017openalex-snapshot
Relationship among macroeconomic factors and stock prices: cointegration approach from the Indian stock market
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Mutual Fund Performance
inferredcites →https://doi.org/10.1109/access.2019.2895252openalex-snapshot
A Prediction Approach for Stock Market Volatility Based on Time Series Data
inferredcites →https://doi.org/10.1109/tsp.2013.2288675openalex-snapshot
Variational Mode Decomposition
inferredcites →https://doi.org/10.1111/j.1467-9965.1993.tb00044.xopenalex-snapshot
OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS
inferredcites →https://doi.org/10.1162/neco.1997.9.8.1735openalex-snapshot
Long Short-Term Memory
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