改进的股票市场预测分析:(ARIMA-LSTM-SMP)

Asha Ashok, C. Prathibhamol
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引用次数: 5

摘要

在本场景中,股票交易是许多用户直接甚至间接进行的最重要的活动之一。由于股票交易在广大公众中越来越重要,对股票市场价格的预测也变得同样重要。然而,在处理这一问题时,它成为一个巨大的挑战,因为环境是一个非常多面的和活跃的环境。来自不同地区的许多教育机构都有动力去完成这项任务,机器学习方法的应用在其中许多领域发挥着重要作用。在持续的研究工作中,无数的例子表明,机器学习过程在执行基于估计的分析时可以产生令人满意的结果。对股票市场的投资者来说,预测股票走势的能力至关重要。使用每日时间序列数据,任何人都可以使用简单移动平均线系统预测倾斜度。自回归积分移动平均(ARIMA)表示被广泛应用于时间序列计算。这项工作通过考虑ARIMA模型,深入了解了构建基于股票价格的分析工作的广泛使用。从塔塔全球饮料公司获得的有关股票的可用典型数据用于基于股票的估计。实验结果表明,ARIMA模型对基于周期的快速预测具有鲁棒性,并将与现有的股票价格预测技术进行积极竞争。这项工作也集中在LSTM网络的惯例上,因此,根据过去的数量来猜测即将到来的股票价格运动。为此,构建了一个估计模型,并进行了一系列测试,并调查了所有结果以及大量指标,以判断与机器学习领域相关的其他方法相比,该算法是否有效。所有这些技术都是为了找到最好的预测模型。结果表明,LSTM的市场预测精度为77%,达到了最佳的预测效果。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Improved Analysis of Stock Market Prediction: (ARIMA-LSTM-SMP)
In the present scenario, stock trading is one of the most important activities carried out by many users directly or even indirectly. Due to the growing importance of stock trading among the vast publics, also Predictions on stock market prices is also gaining equal importance. Nevertheless, when dealt with this issue, it becomes a great challenge since the environment is hugely multifaceted and active environment. There are numerous educations from several zones motivated to carry on that task and application of Machine Learning methods play an important role in many of them. In the continuing research work, countless instances where Machine Learning procedures, can produce pleasing results when performing estimate-based analysis. The capability to forecast stock movement is critical for investors in stock market. Using everyday time series data, anyone can predict the inclination using simple moving average system. The auto regressive integrated moving average (ARIMA) representations is widely discovered for time series calculation. This work gives an insight into widespread usage of constructing stock price based analytical work by taking into consideration, the ARIMA model. Available typical data pertaining to stocks, is obtained from Tata Global Beverages are used for stock-based estimation. From the experimental results it is confirmed, the ARIMA model has a robust possible for quick period-based prophecy and will contest positively with existing techniques employed for stock price prediction. This work also concentrates on the convention of LSTM networks consequently, to guess upcoming movements of stock prices based on the past amount. For this objective, an estimation model is constructed, and a sequence of tests had been conducted and all outcomes investigated beside a quantity of metrics to judge if this algorithm works when compared to other methods related to Machine Learning domain. All these techniques were associated to find the best model for prediction. The results showed that LSTM achieved finest performance and projected the market with precision of 77%.
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