利用深度学习进行股票市场预测

Surendra Kumar Shukla, Kireet Joshi, Gagan Deep Singh, Ankur Dumka
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引用次数: 0

摘要

世界经济是由股市驱动的。投资者希望通过将宝贵的财富投入到合适的股票中,从而获得合理的利润,从而获得安全双赢的局面。股票市场的走势是决定客户盈亏的关键因素。市场运动背后的基本面被确定为时间序列。因此,时间序列预测可以坚持投资者在投资过程中设计合适的策略,以克服错误投资的风险。因此,本研究采用基于LSTM的模型,利用时间序列的原理对股票价格进行预测。在此基础上,提出了一种基于历史价格预测公司股票价格的循环导向长短期记忆(LSTM)算法。接下来30天的股票预测。本文用苹果股票数据对算法进行了验证。通过训练均方根误差(RMSE)和测试均方根误差(RMSE)对得到的结果进行分析。与相关的股票预测方法相比,本文提出的基于LSTM的算法在预测股票价格方面优于同类算法,具有一定的准确性。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Stock Market Prediction Using Deep Learning
World's economy is driven by the stock market. Investors want to gain a reasonable profit by putting their valuable wealth in suitable stocks thus residing in a secure and win-win situation. Stock market movement is a critical concern which decides the profit or loss for the customers. Fundamental behind market movement is identified as time series. Thus, time series prediction could insist investors to design a suitable strategy during the investments to overcome the risk of erroneous investments. Therefore, a LSTM based model which works with the principle of time series has been adopted in this research work to predict stock prices. Furthermore, recurrent oriented Short-Term Long Memory (LSTM) algorithm has been developed and is employed for predicting the stock price of a company based on the historical prices available. And, next 30 days stocks were predicted. The proposed algorithm is verified with the Apple stock data (AAPL). The obtained results are analyzed through training RMSE (root mean squared error) and the test RMSE. Compared to the related stock prediction approaches, the proposed LSTM based algorithm performs better than its counterparts and shows definite accuracy in predicting the stock prices.
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