Open AccessEmpirical mode decomposition using deep learning model for financial market forecasting
Author(s) -
Zebin Jin,
Yixiao Jin,
Zhiyun Chen
Publication year - 2022
Publication title -
peerj computer science
Language(s) - English
Resource type - Journals
ISSN - 2376-5992
DOI - 10.7717/peerj-cs.1076
Subject(s) - artificial intelligence , deep learning , computer science , financial market , machine learning , hilbert–huang transform , artificial neural network , time series , market data , econometrics , finance , economics , filter (signal processing) , computer vision
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