A seasonal-trend decomposition-based dendritic neuron model for financial time series prediction

• Published in: Applied soft computing Vol. 108; p. 107488
• Main Authors: He, Houtian, Gao, Shangce, Jin, Ting, Sato, Syuhei, Zhang, Xingyi
• Format: Journal Article
• Language: English
• Published: Elsevier B.V 01.09.2021
• Subjects: Artificial neural network; Dendritic neuron model; Financial time series prediction; Machine learning; Preprocessing technology; Seasonal-trend decomposition; Separate processing; Preprocessing technology; Dendritic neuron model; Separate processing; Machine learning; Seasonal-trend decomposition; Artificial neural network; Financial time series prediction

Financial time series prediction is a hot topic in machine learning field, but existing works barely catch the point of such data. In this study, we employ the most suitable preprocessing technology, machine learning model, and training algorithm to construct a novel seasonal-trend decomposition-bas...