基于LSTM的机器学习模型的价格预测

Md. Hafizur Rahman, Sayeda Islam Nahid, Ibna Huda Al Fahad, Faysal Mahmud Nahid, Mohammad Monirujjaman Khan
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引用次数: 1

摘要

对股票价格可能波动的估计一直是许多研究工作的重点。价格预测是一种预测股票未来潜在价格的技术,从而预测股价。这项研究展示了我们如何使用基于长短期记忆(LSTM)的机器学习模型来预测股票价格。根据某些建议,如果正确建模,股票价格可以预测得非常准确。也有很多关于股票价格基本分析的文献,其重点是发现和学习股票价格运动的趋势。本研究的重点是利用长短期记忆(LSTM)模型进行股票市场预测。为了我们的研究目的,我们使用了DSE30排名前10的公司的历史数据。我们建立了两个LSTM模型来预测和比较预测结果。为了训练这些模型,我们使用了由这些公司2019年1月至2021年1月的股票记录组成的训练数据。我们的目标是找出LSTM体系结构模型的哪个版本在这些模型中给出了最好的预测。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Price Prediction Using LSTM Based Machine Learning Models
The estimation of possible fluctuations in stock prices has been the focus of a lot of research work. Price prediction is a technique for predicting a stock's potential future price, and as a result, the price. This study shows how we can use Machine Learning Models based on Long Short-Term Memory (LSTM) to forecast the price of a stock. Stock prices may be anticipated with a high degree of accuracy if correctly modeled, according to certain suggestions. There is also a lot of literature on basic analysis of stock prices, which focuses on detecting and learning from trends in stock price movements. The focus of this research is on stock market forecasting utilizing Long Short-Term Memory (LSTM) models. For the purpose of our study, we have used DSE30's top 10 companies' historical data. We have built two LSTM models to predict and compare the results of the prediction. To train these models, we used training data that consisted of these companies' stock records from January, 2019 till January, 2021. Our target was to find out which version of the LSTM architecture model gives the best prediction among these models.
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