These tools will no longer be maintained as of December 31, 2024. Archived website can be found here. PubMed4Hh GitHub repository can be found here. Contact NLM Customer Service if you have questions.


BIOMARKERS

Molecular Biopsy of Human Tumors

- a resource for Precision Medicine *

107 related articles for article (PubMed ID: 38983197)

  • 1. Multi level perspectives in stock price forecasting: ICE2DE-MDL.
    Akşehir ZD; Kılıç E
    PeerJ Comput Sci; 2024; 10():e2125. PubMed ID: 38983197
    [TBL] [Abstract][Full Text] [Related]  

  • 2. A new denoising approach based on mode decomposition applied to the stock market time series: 2LE-CEEMDAN.
    Akşehir ZD; Kılıç E
    PeerJ Comput Sci; 2024; 10():e1852. PubMed ID: 38435596
    [TBL] [Abstract][Full Text] [Related]  

  • 3. A hybrid air quality early-warning framework: An hourly forecasting model with online sequential extreme learning machines and empirical mode decomposition algorithms.
    Sharma E; Deo RC; Prasad R; Parisi AV
    Sci Total Environ; 2020 Mar; 709():135934. PubMed ID: 31869708
    [TBL] [Abstract][Full Text] [Related]  

  • 4. Forecasting China carbon price using an error-corrected secondary decomposition hybrid model integrated fuzzy dispersion entropy and deep learning paradigm.
    Yun P; Zhou Y; Liu C; Wu Y; Pan D
    Environ Sci Pollut Res Int; 2024 Mar; 31(11):16530-16553. PubMed ID: 38321281
    [TBL] [Abstract][Full Text] [Related]  

  • 5. CEGH: A Hybrid Model Using CEEMD, Entropy, GRU, and History Attention for Intraday Stock Market Forecasting.
    Liu Y; Liu X; Zhang Y; Li S
    Entropy (Basel); 2022 Dec; 25(1):. PubMed ID: 36673213
    [TBL] [Abstract][Full Text] [Related]  

  • 6. A deep learning framework for financial time series using stacked autoencoders and long-short term memory.
    Bao W; Yue J; Rao Y
    PLoS One; 2017; 12(7):e0180944. PubMed ID: 28708865
    [TBL] [Abstract][Full Text] [Related]  

  • 7. Modeling opening price spread of Shanghai Composite Index based on ARIMA-GRU/LSTM hybrid model.
    Si Y; Nadarajah S; Zhang Z; Xu C
    PLoS One; 2024; 19(3):e0299164. PubMed ID: 38478502
    [TBL] [Abstract][Full Text] [Related]  

  • 8. An Economic Forecasting Method Based on the LightGBM-Optimized LSTM and Time-Series Model.
    Lv J; Wang C; Gao W; Zhao Q
    Comput Intell Neurosci; 2021; 2021():8128879. PubMed ID: 34621309
    [TBL] [Abstract][Full Text] [Related]  

  • 9. Clustering-enhanced stock price prediction using deep learning.
    Li M; Zhu Y; Shen Y; Angelova M
    World Wide Web; 2023; 26(1):207-232. PubMed ID: 35440889
    [TBL] [Abstract][Full Text] [Related]  

  • 10. Time series forecasting of new cases and new deaths rate for COVID-19 using deep learning methods.
    Ayoobi N; Sharifrazi D; Alizadehsani R; Shoeibi A; Gorriz JM; Moosaei H; Khosravi A; Nahavandi S; Gholamzadeh Chofreh A; Goni FA; Klemeš JJ; Mosavi A
    Results Phys; 2021 Aug; 27():104495. PubMed ID: 34221854
    [TBL] [Abstract][Full Text] [Related]  

  • 11. Stock Price Forecasting by a Deep Convolutional Generative Adversarial Network.
    Staffini A
    Front Artif Intell; 2022; 5():837596. PubMed ID: 35187477
    [TBL] [Abstract][Full Text] [Related]  

  • 12. Study on the Pakistan stock market using a new stock crisis prediction method.
    Javid I; Ghazali R; Syed I; Zulqarnain M; Husaini NA
    PLoS One; 2022; 17(10):e0275022. PubMed ID: 36264851
    [TBL] [Abstract][Full Text] [Related]  

  • 13. Stock Market Forecasting Based on Spatiotemporal Deep Learning.
    Li YC; Huang HY; Yang NP; Kung YH
    Entropy (Basel); 2023 Sep; 25(9):. PubMed ID: 37761625
    [TBL] [Abstract][Full Text] [Related]  

  • 14. An LSTM and GRU based trading strategy adapted to the Moroccan market.
    Touzani Y; Douzi K
    J Big Data; 2021; 8(1):126. PubMed ID: 34603936
    [TBL] [Abstract][Full Text] [Related]  

  • 15. An ensemble method to forecast 24-h ahead solar irradiance using wavelet decomposition and BiLSTM deep learning network.
    Singla P; Duhan M; Saroha S
    Earth Sci Inform; 2022; 15(1):291-306. PubMed ID: 34804244
    [TBL] [Abstract][Full Text] [Related]  

  • 16. A Novel Hybrid Data-Driven Model for Daily Land Surface Temperature Forecasting Using Long Short-Term Memory Neural Network Based on Ensemble Empirical Mode Decomposition.
    Zhang X; Zhang Q; Zhang G; Nie Z; Gui Z; Que H
    Int J Environ Res Public Health; 2018 May; 15(5):. PubMed ID: 29883381
    [TBL] [Abstract][Full Text] [Related]  

  • 17. Heteroscedasticity effects as component to future stock market predictions using RNN-based models.
    Sadon AN; Ismail S; Khamis A; Tariq MU
    PLoS One; 2024; 19(5):e0297641. PubMed ID: 38787874
    [TBL] [Abstract][Full Text] [Related]  

  • 18. LEET: stock market forecast with long-term emotional change enhanced temporal model.
    Liao H; Huang J; Tang Y
    PeerJ Comput Sci; 2024; 10():e1969. PubMed ID: 38660208
    [TBL] [Abstract][Full Text] [Related]  

  • 19. Breaking through the limitation of carbon price forecasting: A novel hybrid model based on secondary decomposition and nonlinear integration.
    Lan Y; Huangfu Y; Huang Z; Zhang C
    J Environ Manage; 2024 Jun; 362():121253. PubMed ID: 38823294
    [TBL] [Abstract][Full Text] [Related]  

  • 20. Neural Networks for Financial Time Series Forecasting.
    Sako K; Mpinda BN; Rodrigues PC
    Entropy (Basel); 2022 May; 24(5):. PubMed ID: 35626542
    [TBL] [Abstract][Full Text] [Related]  

    [Next]    [New Search]
    of 6.