This code is designed to show a hybrid method inccluding ensemble EMD and LSTM to predict stock indices S&P 500. We gathered the stock index data in the open source online and use code example to show how to implement this hybrid method including EMD and LSTM on the prediction.
The hybrid method was proposed by Yujun, Y., Yimei, Y., and Jianhua, X. in 2020. "A Hybrid Prediction Method for Stock Price Using LSTM and Ensemble EMD". My goal is just to show the power of this proposed hybrid method and use some code to reproduce part of the project.