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]
@article{LinLLLXY22,
title = {Forecasting the realized volatility of stock price index: A hybrid model integrating CEEMDAN and LSTM},
author = {Yu Lin and Zixiao Lin and Ying Liao and Yizhuo Li and Jiali Xu and Yan Yan},
year = {2022},
doi = {10.1016/j.eswa.2022.117736},
url = {https://doi.org/10.1016/j.eswa.2022.117736},
researchr = {https://researchr.org/publication/LinLLLXY22},
cites = {0},
citedby = {0},
journal = {Expert Syst. Appl.},
volume = {206},
pages = {117736},
}