Predict the Price in Stock Market Based on Heuristic Search Techniques Using Tensor Representation

P. Deivendran, N. Kumar, R. Yashwanth, R. Raghul, D. Naresh
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Abstract

Our stock price forecast has a solid data foundation thanks to the abundance of indicators used in the financial sector to characterize changes in stock price. Due to their various industrial sectors and geographical locations, different stocks are impacted by various factors. Consequently, finding a multi-disciplinary team is crucial. To anticipate the price of a stock, choose a factor combination that is appropriate for that stock. In this paper, This approach, however, overlooks the interactions between multiple modes and combines different data modes into a single composite vector. The data’s heterogeneity in terms of sample period is the second problem. Fundamental data are made up of continuous values taken at regular intervals, whereas news information is generated at random. The feature spaces may get distorted or valuable information may be partially missing as a result of this heterogeneity.
基于启发式搜索技术的张量表示股票市场价格预测
我们的股价预测有一个坚实的数据基础,这要归功于在金融领域使用了大量的指标来表征股价的变化。由于不同的行业和地理位置,不同的股票受到各种因素的影响。因此,找到一个多学科团队是至关重要的。要预测股票的价格,请选择适合该股票的因子组合。然而,在本文中,这种方法忽略了多个模式之间的相互作用,并将不同的数据模式组合成一个单一的复合向量。数据在样本周期方面的异质性是第二个问题。基础数据是由有规律间隔的连续值组成的,而新闻信息是随机产生的。由于这种异质性,特征空间可能会被扭曲或有价值的信息可能会部分丢失。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
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