Forecasting the realized volatility of stock price index: A hybrid model integrating CEEMDAN and LSTM

Yu Lin, Zixiao Lin, Ying Liao, Yizhuo Li, Jiali Xu, Yan Yan. Forecasting the realized volatility of stock price index: A hybrid model integrating CEEMDAN and LSTM. Expert Syst. Appl., 206:117736, 2022. [doi]

Authors

Yu Lin

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Zixiao Lin

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Ying Liao

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Yizhuo Li

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Jiali Xu

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Yan Yan

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