利用深度学习进行短期股价预测

K. Khare, Omkar Darekar, Prafulla Gupta, V. Attar
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引用次数: 58

摘要

短期价格变动,在很大程度上增加了证券交易的不可预测性。准确预测股票市场的价格波动具有巨大的经济优势。上述任务一般是通过分析公司来完成的,这被称为基本面分析。另一种方法,最近正在进行大量的研究工作,是使用机器学习创建一个预测算法模型。为了训练机器在如此短的时间内做出交易决策,需要采用后一种方法。深度神经网络作为机器学习领域最杰出的创新,已被用于开发短期预测模型。本文拟对这些股票的短期价格进行预测。在纽约证券交易所记录的10只独特的股票被考虑用于本次审查。回顾主要集中在这些短期价格的预测利用技术分析的力量。技术分析指导框架从输入的历史价格中理解模式,并试图概率地预测正在审查的股票的短暂未来价格。本文讨论了两种不同的人工神经网络:前馈神经网络和循环神经网络。研究发现,前馈多层感知器在预测股票短期价格方面优于长短期记忆。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Short term stock price prediction using deep learning
Short — term price movements, contribute a considerable measure to the unpredictability of the securities exchanges. Accurately predicting the price fluctuations in stock market is a huge economical advantage. The aforementioned task is generally achieved by analyzing the company, this is called as fundamental analysis. Another method, which is undergoing a lot of research work recently, is to create a predictive algorithmic model using machine learning. To train machines to take trading decisions in such short — period of time, the latter method needs to be adopted. Deep Neural Networks, being the most exceptional innovation in Machine Learning, have been utilized to develop a short-term prediction model. This paper plans to forecast these short — term prices of stocks. 10 unique stocks recorded on New York Stock Exchange are considered for this review. The review essentially focuses on the prediction of these short — term prices leveraging the power of technical analysis. Technical Analysis guides the framework to understand the patterns from the historical prices fed into it, and attempts to probabilistically forecast the fleeting future prices of the stock under review. The paper discusses about two distinct sorts of Artificial Neural Networks, Feed Forward Neural Networks and Recurrent Neural Networks. The review uncovers that Feed Forwards Multilayer Perceptron perform superior to Long Short-Term Memory, at predicting the short — term prices of a stock.
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