期刊论文

Gong, HF

英文

Applied Soft Computing

1568-4946

2024

154

111365

10.1016/j.asoc.2024.111365

CRediT authorship contribution statement Jing Li: Conceptualization, acquisition, Supervision. Yukun Liu: Methodology, Validation, Visualization, Writing – original draft, Writing – review & editing. Hongfang Gong: Formal analysis, Supervision, Writing – review & editing. Xiaofei Huang: Investigation, Methodology, Writing – review & editing.

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In recent times, predicting stock prices has garnered attention from both regulators and academic circles. However, the intricate nature of financial time -series data, with its nonlinearities, discontinuities, and sensitivity to noise, complicates the understanding and forecasting of financial movements. In our approach, we initially deploy an adaptive empirical modal decomposition on the primary data to enhance model precision. Subsequently, we sift the technical indicator data through the Boruta method, enhancing selected functionalities via an adaptive noise reduction technique. We then em...