A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
Hybrid model forecasts Bitcoin prices better than standard LSTM.
This study proposes methods for multi-step-ahead stock price prediction using decomposition and neural networks.
A new variational mode decomposition (VMD) based deep learning approach is proposed in this paper for time series forecasting problem. Firstly, VMD is adopted to decompose the original time series into several sub-signals. Then, a convolutional neural network (CNN) is applied to learn the reconstruction patterns on the…