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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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A New Hybrid VMD-ICSS-BiGRU Approach for Gold Futures Price Forecasting and Algorithmic Trading
期刊论文
IEEE TRANSACTIONS ON COMPUTATIONAL SOCIAL SYSTEMS, 2021, 卷号: 8, 期号: 6, 页码: 1357-1368
Authors:
Li, Yuze
;
Wang, Shouyang
;
Wei, Yunjie
;
Zhu, Qing
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View/Download：72/0
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Submit date：2022/04/02
Gold
Forecasting
Autoregressive processes
Predictive models
Signal resolution
Deep learning
Mathematical model
Algorithmic trading
bidirectional gated recurrent unit (BiGRU)
gold futures price forecasting
variational mode decomposition (VMD)
