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]

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