This is the core code of the reference: F. Zhou, H.M. Zhou, Z.H. Yang, L.H. Yang, EMD2FNN: A strategy combining empirical mode decomposition and factorization machine based neural network for stock market trend prediction. Expert Systems with Applications, 2019, 115:136-151.
The code scripts are written in Matlab and Python, where the empirical mode decomposition (EMD) is excuted in Matlab (emd_ylh.m or construct_samples_scrolling.m) and the factorization machine based neural network (FNN) is run in Python (EMD2FNN.py).