Stock price prediction based on stock price synchronicity and deep learning

IF 0.7 Q4 BUSINESS, FINANCE
Nan Jing, Qi Liu, Hefei Wang
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引用次数: 1

Abstract

Deep learning technology has been widely used in the financial industry, primarily for improving financial time series prediction based on stock prices. To solve the problem of low fitting and poor accuracy in traditional stock price prediction models, this paper proposes a stock price prediction model based on stock price synchronicity and deep learning methods, which applied the stock price synchronicity theory in stock price trend analysis. This paper first uses the affinity propagation algorithm to build stock clusters, and then, based on convolution neural network (CNN), and feature weight to construct the stock price synchronicity factor. At last, the long short-term memory (LSTM) network with multifactor is built for stock price trend analysis. According to the theory of stock price synchronicity, the affinity propagation algorithm can find the potential related stocks of the target stock. The spatial data analysis ability of the CNN model provides a guarantee for the application in stock price synchronicity factor analysis. The LSTM model can better analyze the information contained in the stock price time series and predict the future price. The experimental results show that, compared with the traditional multilayer neural network model, the LSTM model has better accuracy in the trend prediction of the stock price. Simultaneously, the application of stock price synchronicity effectively improves the performance of the multifactor LSTM network.
基于股价同步性和深度学习的股价预测
深度学习技术已在金融行业得到广泛应用,主要用于改进基于股价的金融时间序列预测。针对传统股价预测模型拟合度低、准确性差的问题,本文将股价同步性理论应用于股价趋势分析,提出了一种基于股价同步性和深度学习方法的股价预测模型。本文首先使用亲和传播算法构建股票聚类,然后基于卷积神经网络(CNN),利用特征权重构建股价同步因子。最后,建立了具有多因素的长短期记忆(LSTM)网络,用于股票价格趋势分析。根据股价同步性理论,亲和传播算法可以找到目标股票的潜在关联股票。CNN模型的空间数据分析能力为其在股价同步因子分析中的应用提供了保证。LSTM模型可以更好地分析股价时间序列中包含的信息,并预测未来价格。实验结果表明,与传统的多层神经网络模型相比,LSTM模型在股价趋势预测中具有更好的准确性。同时,股价同步性的应用有效地提高了多因素LSTM网络的性能。
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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