预测

David Bamman, R. Wright
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引用次数: 0

摘要

由于股票数据的非线性和噪声,股票价格预测既有趣又困难。正确预测股票价格的变化,可以降低股票投资者的投资风险,显著提高投资者的投资回报率。对于研究人员来说,使用单个股票预测模型来预测股票价格是具有挑战性的。因此,在本研究中,我们提出了混合模型MGRU-M1dCNN来预测第二天的股票开盘价格。该模型由多个门控循环单元(MGRU)和多个单维卷积神经网络(M1dCNN)组成。MGRU从股票的开盘价中提取有价值的特征模式。M1dCNN用于提取从MGRU接收的输入的空间特征来预测股票价格。结果表明,该技术性能最好,平均绝对误差(MAE)和均方根误差(RMSE)最小,分别为0.854和0.456。与其他基于GRU的模型(GRU- cnn、GRU- dnn和GRU)相比,MGRU-M1dCNN模型更适合于股票价格预测,并为投资者选择购买哪些股票提供了可靠的手段。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Prediction
—Predicting the stocks price is both intriguing and dif- ficult due to the nonlinear and noisy stock’s data. Stock investors’ investment risk can reduce and their return on investment can be significantly increased by properly predicting the change in stock prices. It is challenging for researchers to forecast stock prices using an individual stock forecasting model. Therefore, in this research we proposes MGRU-M1dCNN, a hybrid model to predict the stock opening price of the next day. This model is consisted of multiple gated recurrent unit (MGRU) and Multiple single dimensional convolutional neural networks (M1dCNN). MGRU employs to extract the valuable feature patterns from opening price of stocks. M1dCNN is used to extract the spatial features of the inputs received from MGRU to predict the stock prices. The outcomes demonstrate that this technique performs best, with the least Mean Absolute Error (MAE) and Root Mean Square Error (RMSE) which are 0.854 and 0.456. When compared to other GRU based models (GRU-CNN, GRU-DNN, and GRU), the MGRU-M1dCNN model is better suited for stock price forecasting and for providing investors a trustworthy means to choose which stocks to buy.
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