- Niu H, Xu K, Wang W. A hybrid stock price index forecasting model based on variational mode decomposition and LSTM network[J]. Applied Intelligence, 2020, 50(12): 4296-4309. Link
- Xu Y, Yang C, Peng S, et al. A hybrid two-stage financial stock forecasting algorithm based on clustering and ensemble learning[J]. Applied Intelligence, 2020, 50(11): 3852-3867. Link
- Carta S, Corriga A, Ferreira A, et al. A multi-layer and multi-ensemble stock trader using deep learning and deep reinforcement learning[J]. Applied Intelligence, 2020: 1-17. Link Code