Chunho Cho, Guan-Yi Lee, Yueh-Lin Tsai, Kun-Chan Lan
{"title":"基于深度学习的股票价格预测","authors":"Chunho Cho, Guan-Yi Lee, Yueh-Lin Tsai, Kun-Chan Lan","doi":"10.1145/3368235.3369367","DOIUrl":null,"url":null,"abstract":"Three methods including LSTM, Seq2seq and WaveNet are implemented in this study. We compare the performance of different deep learning methods in predicting stock prices. We use the correlation between the predicted price and the actual price as the performance metric to evaluate the effectiveness of these methods.","PeriodicalId":166357,"journal":{"name":"Proceedings of the 12th IEEE/ACM International Conference on Utility and Cloud Computing Companion","volume":"28 1","pages":"0"},"PeriodicalIF":0.0000,"publicationDate":"2019-12-02","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"11","resultStr":"{\"title\":\"Toward Stock Price Prediction using Deep Learning\",\"authors\":\"Chunho Cho, Guan-Yi Lee, Yueh-Lin Tsai, Kun-Chan Lan\",\"doi\":\"10.1145/3368235.3369367\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Three methods including LSTM, Seq2seq and WaveNet are implemented in this study. We compare the performance of different deep learning methods in predicting stock prices. We use the correlation between the predicted price and the actual price as the performance metric to evaluate the effectiveness of these methods.\",\"PeriodicalId\":166357,\"journal\":{\"name\":\"Proceedings of the 12th IEEE/ACM International Conference on Utility and Cloud Computing Companion\",\"volume\":\"28 1\",\"pages\":\"0\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2019-12-02\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"11\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Proceedings of the 12th IEEE/ACM International Conference on Utility and Cloud Computing Companion\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.1145/3368235.3369367\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Proceedings of the 12th IEEE/ACM International Conference on Utility and Cloud Computing Companion","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1145/3368235.3369367","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Three methods including LSTM, Seq2seq and WaveNet are implemented in this study. We compare the performance of different deep learning methods in predicting stock prices. We use the correlation between the predicted price and the actual price as the performance metric to evaluate the effectiveness of these methods.