基于CNN和梯度循环单元混合方法的创新深度学习模型股票价格预测

B. Rao, Rajib Bhattacharya, M. Tiwari, K. A. Kumari, Mahavir Devmane, Kamlesh Singh
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引用次数: 0

摘要

不同行业的股票价格波动是市场关注的主要问题。随着市场吸引更多的参与者,股票价格在更多的交易中发挥更大的作用,准确预测股票价格走势的能力变得更有价值。在进行投资时,许多人首先看股价,然后试图预测未来股价是上涨还是下跌。使用机器学习工具和方法预测股票市场的传统问题已经得到了深入的研究。时间依赖性、易变性和类似的复杂依赖性是有趣的方面,它们使建模变得非常重要。为了克服这个问题,本文提出的方法是一种基于深度学习的混合策略,用于预测股票价格。在输入后进行预处理以提高精度。下一步是选择MPSOA特性。最后将其应用于MC-GRU模型训练中。与CNN和GRU模型相比,该方法取得了更好的结果。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Innovative Deep Learning Model-based Stock Price Prediction using a Hybrid Approach of CNN and Gradient Recurrent Unit
The fluctuation in stock prices from industry to industry are a major source of concern in the market. As the market attracts more participants and stock prices play a larger role in more transactions, the ability to accurately predict stock price movements becomes more valuable. When making an investment, many people first look at the share price and then try to anticipate whether or not that price will go up or down in the future. The traditional problem of forecasting the stock market using Machine Learning tools and methodologies has been thoroughly studied. Time dependence, volatility, and similar complicated dependencies are interesting aspects that make this modeling non-trivial. To overcome this the proposed method in this work is a deep learning-based hybrid strategy for predicting stock prices. Preprocessing is performed after input is delivered to increase precision. Selecting MPSOA features is the next step. In the end, it's put to use in MC-GRU model training. The proposed method achieves better results than both the CNN and GRU models.
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