基于LSTM神经网络的两种股票价格预测方法

Jingyi Du, Qingli Liu, Kang Chen, Jiacheng Wang
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引用次数: 22

摘要

由于深度学习在时间序列处理中的广泛应用和最新进展,LSTM (Long - Short-Term Memory,长短期记忆)神经网络是时间序列建模中最常用和最强大的工具。利用LSTM神经网络通过单特征输入变量和多特征输入变量对苹果股票进行预测,验证该模型对股票时间序列的预测效果。实验结果表明,该模型对于多变量输入具有0.033的较高准确率,较为准确,符合实际需求。对于单变量特征输入,预测的平方绝对误差为0.155,低于多特征变量输入。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Forecasting stock prices in two ways based on LSTM neural network
Due to the extensive application of deep learning in processing time series and recent progress, LSTM (Long Short-Term Memory) neural network is the most commonly used and most powerful tool for time series models. The LSTM neural network is used to predict Apple stocks by using single feature input variables and multi-feature input variables to verify the prediction effect of the model on stock time series. The experimental results show that the model has a high accuracy of 0.033 for the multivariate input and is accurate, which is in line with the actual demand. For the univariate feature input, the predicted squared absolute error is 0.155, which is inferior to the multi-feature variable input.
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