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• A 14-layer model with high predictive performance is proposed. • The model fuses three types of multi-source and multi-frequency features. • The model addresses three limitations of LSTM. • The model is validated through four comparison experiments on four stock indices. • Each component of the model improves the predictive performance. The most widely used model in stock price forecasting is the long short-term memory network (LSTM). However, LSTM has its limitations, as it does not recognize and extract features well and has a representational bottleneck. Furthermore, the factors affecting stock prices are multi-source and multi-frequency information, making neural network models difficult to handle. In this paper, we introduce a feature fusion residual LSTM (FFRL) model to answer these two questions – how to compensate for the three limitations of LSTM and how to fuse the multi-source and multi-frequency information. FFRL consists of three modules to improve the three limitations of LSTM, namely the feature selection module, feature extraction module, and residual module. To learn features from multi-source and multi-frequency information, FFRL applies the feature selection module to emphasize important features and the feature extraction module to extract deeper features. We demonstrate significant performance improvements of FFRL over comparison models, ablation networks, and visualization methods on a variety of Chinese stocks. [ABSTRACT FROM AUTHOR]

• A 14-layer model with high predictive performance is proposed. • The model fuses three types of multi-source and multi-frequency features. • The model addresses three limitations of LSTM. • The model is validated through four comparison experiments on four stock indices. • Each component of the model improves the predictive performance. The most widely used model in stock price forecasting is the long short-term memory network (LSTM). However, LSTM has its limitations, as it does not recognize and extract features well and has a representational bottleneck. Furthermore, the factors affecting stock prices are multi-source and multi-frequency information, making neural network models difficult to handle. In this paper, we introduce a feature fusion residual LSTM (FFRL) model to answer these two questions – how to compensate for the three limitations of LSTM and how to fuse the multi-source and multi-frequency information. FFRL consists of three modules to improve the three limitations of LSTM, namely the feature selection module, feature extraction module, and residual module. To learn features from multi-source and multi-frequency information, FFRL applies the feature selection module to emphasize important features and the feature extraction module to extract deeper features. We demonstrate significant performance improvements of FFRL over comparison models, ablation networks, and visualization methods on a variety of Chinese stocks. [ABSTRACT FROM AUTHOR]

In many countries, wind power is being developed as a primary source of renewable energy. However, it is difficult to describe and forecast wind speed features, which are stochastic and intermittently complex. Moreover, it is important both to obtain precise forecasts of wind speed for wind power generation and to determine their contribution to regional economies. In this paper, we propose a novel approach for wind speed forecasting. The proposed model is a hybrid that uses the wavelet analysis technique (WAT) for denoising, a negative correlation learning neural network (NCL-NN) ensemble, and an ensemble structure optimized using particle-swarm optimization (PSO). We name the approach WAT-NCL-PSO. We define a novel fitness function to optimize the performance of the NCL-NN ensemble. Then, we rebuild the new NCL-NN ensemble using the contribution rates (CRs) by applying the PSO algorithm. We compiled wind speed datasets from six wind power generator sites in western China and used them to test the performance of the proposed model. Further, we analyzed the model's performance in terms of its robustness and time complexity. Finally, to illustrate the effectiveness of the proposed approach, we compared its performance with that of the back-propagation neural network (BPNN), support vector machine (SVM), bagging, AdaBoost, random forest (RF), long short-term memory (LSTM), seasonal autoregressive integrated moving average (SARIMA), SVM with ensemble empirical mode decomposition (EEMD-SVM), and NCL-NN with wavelet denoising (WAT-NCL) models. The simulation results demonstrate that the performance of the WAT-NCL-PSO model is superior to other methods in terms of forecasting accuracy for short-term wind speeds. [ABSTRACT FROM AUTHOR]