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Financial time series exhibit multi-scale, high-noise, and non-stationary volatility dynamics. Decomposition--integration frameworks built on complete ensemble empirical mode decomposition with adaptive noise (CEEMDAN) h...
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Stock price forecasting is hindered by the heteroscedastic nature of financial time series, in which turbulent and tranquil regimes alternate. Although the Long Short-Term Memory (LSTM) network is widely used for this ta...