A Hybrid Prediction Method for Stock Price Using LSTM and Ensemble EMD

<table class="table-group" id="tab5"><tr><td><table class="table"><tr><td class="thead-hr" colspan="6"><hr/></td></tr><tr><td class="align_left">Name of data</td><td class="align_center">Sin</td><td class="align_center">SP500</td><td class="align_center">HSI</td><td class="align_center">DAX</td><td class="align_center">ASX</td></tr><tr><td class="align_left" colspan="6"><hr/></td></tr><tr><td class="align_left">All data length</td><td class="align_center">10000</td><td class="align_center">23204</td><td class="align_center">8237</td><td class="align_center">1401</td><td class="align_center">4937</td></tr><tr><td class="align_left">Train data length</td><td class="align_center">9000</td><td class="align_center">20884</td><td class="align_center">7413</td><td class="align_center">1261</td><td class="align_center">4443</td></tr><tr><td class="align_left">Test data length</td><td class="align_center">1000</td><td class="align_center">2320</td><td class="align_center">824</td><td class="align_center">140</td><td class="align_center">494</td></tr><tr class="table-tr"><td colspan="6"><hr class="tbody-hr"/></td></tr></table></td></tr></table>

<div>The length of the experiment data.</div>

Complexity

tab5

Table 5

Table 5: A Hybrid Prediction Method for Stock Price Using LSTM and Ensemble EMD 