基于延迟二值时间序列模式的股票市场预测机器学习新技术

IF 4.5 Q2 COMPUTER SCIENCE, THEORY & METHODS
Array Pub Date : 2025-06-24 DOI:10.1016/j.array.2025.100426
Zeqiye Zhan, Song-Kyoo Kim
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引用次数: 0

摘要

本研究提出了一种创新的股票市场预测机器学习技术,该技术利用延迟二进制时间序列模式来提高预测精度。通过将XNOR操作与历史股票价格数据的结构化分析结合使用,这种方法可以有效地识别跨多个时间窗口的潜在模式和依赖关系。该研究系统地验证了几种已建立的机器学习分类器的方法,包括随机森林(RF),支持向量机(SVM)和长短期记忆(LSTM)网络。值得注意的是,研究结果表明,尽管与LSTM相比,决策树模型的准确性略有降低,但在趋势预测方面表现出更好的整体性能。结果表明股市预测实践的范式转变,突出了将延迟时间序列分析与现有技术相结合以实现改进的稳健结果的潜力。这项工作为进一步探索金融预测中的各种数据集和自适应建模策略奠定了基础。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Novel delayed binary time-series pattern based machine learning techniques for stock market forecasting
This study proposes an innovative machine learning technique for stock market forecasting that leverages delayed binary time-series patterns to enhance prediction accuracy. By employing an XNOR operation in conjunction with a structured analysis of historical stock price data, this approach effectively identifies underlying patterns and dependencies across multiple time windows. The research systematically validates its methodology against several established machine learning classifiers, including Random Forest (RF), Support Vector Machine (SVM), and Long Short-Term Memory (LSTM) networks. Notably, the findings indicate that the Decision Tree model, despite a slight reduction in accuracy compared to LSTM, exhibits superior overall performance in trend forecasting. The results suggest a paradigm shift in stock market prediction practices, highlighting the potential of integrating delayed time-series analysis with existing techniques to achieve improved robust outcomes. This work lays the groundwork for further exploration into diverse datasets and adaptive modeling strategies in financial forecasting.
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来源期刊
Array
Array Computer Science-General Computer Science
CiteScore
4.40
自引率
0.00%
发文量
93
审稿时长
45 days
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