Paper-Reproduce: (ESWA) Forecasting the realized volatility of stock price index: A hybrid model integrating CEEMDAN and LSTM
☆72Apr 23, 2024Updated last year
Alternatives and similar repositories for CEEMDAN-LSTM
Users that are interested in CEEMDAN-LSTM are comparing it to the libraries listed below
Sorting:
- CEEMDAN_LSTM is a Python project for decomposition-integration forecasting models based on EMD methods and LSTM.☆291Mar 3, 2025Updated last year
- This repo holds the implementation the paper 'Forecasting gold price using a novel hybrid model with ICEEMDAN and LSTM-CNN-CBAM', by Yanh…☆54Jul 12, 2022Updated 3 years ago
- A python-based implementation of the HAR model to forecast realized volatility on SPY.☆21Jun 22, 2020Updated 5 years ago
- ☆10Feb 9, 2025Updated last year
- ☆27Oct 14, 2021Updated 4 years ago
- Stock risk premium prediction via FM/ EXT/ GBDT/ XGB/LBGM. Mengxuan Chen's graduation thesis at WHU.☆15Dec 15, 2019Updated 6 years ago
- Code for Remaining Useful Life Prediction of Lithium-ion Batteries using Spatio-temporal Multimodal Attention Networks☆30May 31, 2024Updated last year
- ☆14Jan 25, 2025Updated last year
- The project aims to profile stocks with similar weekly percentage returns using K-Means Clustering. The project calculates realized volat…☆12Oct 30, 2023Updated 2 years ago
- Temporal Pattern Attention for Multivariate Time Series Forecasting☆16Jan 27, 2021Updated 5 years ago
- Q-quant和因子投资实证汇总☆23Jul 5, 2021Updated 4 years ago
- Rul prediction of lithium-ion batteries based on MMMe model,Details can be found in the paper “A MLP-Mixer and Mixture of Expert Model fo…☆25May 29, 2023Updated 2 years ago
- Modelling for price change forecast using High-frequency Trading limit order book dynamics using ML algorithms☆28Mar 10, 2018Updated 7 years ago
- A hybrid model to predict the volatility of stock index with LSTM and GARCH-type input parameters☆28Dec 17, 2020Updated 5 years ago
- 基于工业数据和知识图谱联合驱动的工业故障诊断框架,论文代码Root-KGI: a Novel Framework for Root Cause Diagnosis Based on Knowledge Graph and Industrial Data☆31Jun 26, 2024Updated last year
- ☆23Jun 21, 2024Updated last year
- Transformer-Based Diffusion Probabilistic Model to predict the Remaining Useful Life (RUL) of Lithium-ion batteries☆32Mar 5, 2025Updated last year
- Python library for training, evaluating, using deep learning for industrial monitoring tasks.☆10Sep 26, 2024Updated last year
- This is the GitHub Repository for the research Topological Tail Dependence: Evidence from Forecasting Realized Volatility☆32Nov 23, 2023Updated 2 years ago
- 利用LSTM进行股指期货的预测与交易☆29Mar 14, 2018Updated 7 years ago
- Paper-Reproduce: (Sensors-MDPI) Remaining Useful Life Prediction Method for Bearings Based on LSTM with Uncertainty Quantification☆30Mar 23, 2023Updated 2 years ago
- HAR-RV Model For Realized Volatility☆32Feb 21, 2016Updated 10 years ago
- GA,PSO,LSTM...☆26May 11, 2018Updated 7 years ago
- 使用改进的GAN去生成数据,并使用生成的数据去训练LSTM网络,从而提高预测电池SOH的准确率☆75May 15, 2022Updated 3 years ago
- Use BPNN and LSTM to forecast stock price. 使用BP神经网络和LSTM预测股票价格,注释拉满。☆208Jun 6, 2022Updated 3 years ago
- Python codes for GARCH-MIDAS model (estimation & forecast)☆14Jan 28, 2023Updated 3 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆75Aug 1, 2021Updated 4 years ago
- An Ensemble DL Model Tuned with Genetic Algorithm for Oil Production Forecasting.☆78Jul 28, 2023Updated 2 years ago
- A repository for a Deep Q-Learning approach to intrusion detection for networks cyber-attacks.☆10Sep 3, 2021Updated 4 years ago
- Wind Power Forecasting Based on Hybrid CEEMDAN-EWT Deep Learning Method☆98Sep 28, 2023Updated 2 years ago
- Implemented some mathematical processings used in the Barra risk model☆38Apr 11, 2023Updated 2 years ago
- Building energy consumption prediction using hybrid RF-LSTM based CEEMDAN method☆36Mar 18, 2022Updated 3 years ago
- Deep Reinforcement Learning Based on Graph Neural Networks for Job-shop Scheduling☆39Apr 7, 2023Updated 2 years ago
- A Study on Stock Price Prediction and Quantitative Strategy - Based on Deep Learning 『深層学習に基づく株価予測とクオンツ戦略に関する研究』基于深度学习的股票价格预测和量化策略研究☆36Mar 30, 2022Updated 3 years ago
- ☆40Nov 18, 2024Updated last year
- The Adaptive Multi-Factor (AMF) asset pricing model with the Groupwise Interpretable Basis Selection (GIBS) algorithm.☆10Dec 12, 2021Updated 4 years ago
- Some examples of how to do some core things in Git☆10Apr 12, 2019Updated 6 years ago
- TI-RSLK_小车走迷宫☆14Apr 27, 2019Updated 6 years ago
- Experiments with Mass Conserving LSTMs☆40Jul 20, 2021Updated 4 years ago