EMD2FNN: A strategy combining empirical mode decomposition and factorization machine based neural network for stock market trend prediction - Zhou, Feng; Zhou, Hao-min; Yang, Zhihua; Yang, Lihua (Expert systems with applications, 2019)
Keywords: Back propagation networks; Economic forecasting; Empirical mode decomposition; Errors; Factorization; Factorization machine; Markets; Mathematical models; Neural network; Neural networks; Predictions; Profitability; Root-mean-square errors; Securities markets; Stock exchanges; Stock market prediction; Trends; Wave propagation; Wavelet; Empirical mode decomposition; Profitability; Neural network; Factorization machine; Stock market prediction