使用长期短期模型分析股市

Pulkit Gupta, Suhani Malik, Kumar Apoorb, Syed Mahammed Sameer, Vivek Vardhan, P. Ragam
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摘要

在投资价值不断提高的今天,金融分析已成为一项艰巨的任务。本研究利用历史投资组合股票数据的时间序列,展示了循环神经网络(RNN)和长短期记忆(LSTM)单元在股市预测中的应用。在本研究中,我们利用雅虎财经数据以及 Python 模块 Pandas 和 Matplotlib,应用 LSTM 预测股市价值,以评估模型的性能。结果表明,LSTM 模型能够利用历史数据准确预测股市价格和趋势。相关性研究结果表明,随机选取的四家公司的日收益率与收盘价之间存在显著关系。总之,使用 LSTM、雅虎财经、Python Pandas 和 Matplotlib 模块预测股票价格并为投资者提供有用信息是一个成功的策略。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Stock Market Analysis using Long Short-Term Model
In today's world of value and improved investments, financial analysis has become a difficult task. The implementation of recurrent neural networks (RNN) and long short-term memory (LSTM) cells for stock market forecasting using time series of historical portfolio stock data is demonstrated in this study. In this study, we applied LSTM to predict stock market values using Yahoo Finance data along with Python modules Pandas and Matplotlib to evaluate the performance of the model. Our results show that the LSTM model is able to make accurate predictions of stock market prices and trends using historical data. The results of the correlation study showed a significant relationship between the daily return and the closing price of four randomly chosen companies. Overall, using LSTM, Yahoo Finance, Python Pandas, and Matplotlib modules to predict stock prices and provide useful information to investors was a successful strategy.
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