股票价格预测使用Facebook先知

Sumedh Kaninde, M. Mahajan, Aditya Janghale, Bharti Joshi
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引用次数: 4

摘要

对金融领域的研究人员来说,估计股票价格一直是一项具有挑战性的任务。尽管有效市场假说指出,准确预测股票价格是不可能的,但文献中有研究表明,如果选择了正确的变量,并开发了适当的预测模型,股票价格变动可以以适当的精度进行预测。那些有弹性的。股票市场本质上是不稳定的,对其进行预测是一项繁琐的任务。股票价格不仅取决于经济因素,而且还与各种生理、心理、理性和其他重要参数有关。在本研究工作中,使用Facebook Prophet预测股票价格。股价预测模型已经开发出来,并从雅虎财经获得了持续发布的股票数据。先知是能够产生每日,每周和每年的季节性随着假期的影响,通过实施回归模型。实验结果得出结论,Facebook Prophet可以在很长一段时间内以合理的准确性预测股票价格。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Stock Price Prediction using Facebook Prophet
Estimating stock prices has always been a challenging task for researchers in the financial sector. Although the Efficient Market Hypothesis states that it is impossible to accurately predict stock prices, there is work in the literature that has shown that stock price movements can be predicted with the right level of accuracy, if the right variables are selected and appropriate predictor models are developed. those that are flexible. The Stock Market is volatile in nature and the prediction of the same is a cumbersome task. Stock prices depend upon not only economic factors, but they relate to various physical, psychological, rational and other important parameters. In this research work, the stock prices are predicted using Facebook Prophet. Stock price predictive models have been developed and run-on published stock data acquired from Yahoo Finance. Prophet is capable of generating daily, weekly and yearly seasonality along with holiday effects, by implementing regression models. The experimental results lead to the conclusion that Facebook Prophet can be used to predict stock prices for a long period of time with reasonable accuracy.
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