Enhancing financial product forecasting accuracy using EMD and feature selection with ensemble models
This study examines the impact of Empirical Mode Decomposition (EMD) and Recursive Feature Elimination (RFE) on the prediction of financial product performance employing several ensemble machine learning models, including Random Forest, XGBoost, LightGBM, AdaBoost, CatBoost, Bagging, and ExtraTrees....
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| Main Authors: | Eddy Suprihadi, Nevi Danila, Zaiton Ali |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2025-06-01
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| Series: | Journal of Open Innovation: Technology, Market and Complexity |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2199853125000666 |
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