基于FCM和DNN算法的股票价格预测方法

Wennan Wang, Wenjian Liu, Linkai Zhu, Ruijie Luo, Guang Li, Shugeng Dai
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引用次数: 2

摘要

随着经济的快速发展和投资规模的不断扩大,股票市场产生了越来越多的交易数据和市场舆情信息,使投资者难以区分有效的投资信息。随着人工智能成果的不断丰富,人工智能研究人员在学术界和社会中的地位和影响力得到了极大的提高。专家系统作为人工智能的重要组成部分,在这一阶段取得了突破性进展。专家系统是基于某一特定领域的大量专业知识和经验。该系统的计算机可以模拟专家的决策过程,为解决一些复杂问题提供决策依据。本研究主要探讨基于人工智能(AI)算法的股票价格预测方法。模糊聚类是近年来发展起来并得到广泛应用的一种数据挖掘工具。使用该方法处理具有各种数据属性的超大规模数据库,具有效率高、信息丢失少的特点。从理论上讲,利用模糊聚类技术和相关指标方法可以有效地减少上市公司大量的财务基本面。通过分析股票价值投资的影响因素,我们从上市公司的财务报表中具体选择了能够反映其盈利能力、发展能力、股东盈利能力、偿付能力和经营能力的五个方面。全文贯穿了多种人工智能方法,这是本文研究方法的特点,特别注重对理论方法模型的验证。这样做可以确保其在实际应用中的有效性。在股票价值投资组合研究中,建立了将投资组合风险和收益的双重目标整合到经风险调整后的资本收益单目标约束中求解投资组合的投资组合优化模型。FCM模型的准确率和召回率相对稳定,准确率分别为0.884和0.001。本文的研究有助于提高我国上市公司的数量和质量。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Stock Price Prediction Methods based on FCM and DNN Algorithms
With the rapid economic development and the continuous expansion of investment scale, the stock market has produced increasing amounts of transaction data and market public opinion information, making it further difficult for investors to distinguish effective investment information. With the continuous enrichment of artificial intelligence achievements, the status and influence of artificial intelligence researchers in academia and society have been greatly improved. Expert system, as an important part of artificial intelligence, has made breakthrough progress at this stage. Expert system is based on a large amount of professional knowledge and experience for a specific field. Computers of this system can be used to simulate the decision-making process of experts to provide a decision-making basis for solving some complex problems. This research mainly discusses stock price prediction methods on the basis of artificial intelligence (AI) algorithms. Fuzzy clustering is a data mining tool that has been developed in recent years and is widely used. Using this method to process super large-scale databases with various data attributes has the characteristics of high efficiency and small amount of information loss. Theoretically speaking, the use of fuzzy clustering technology and related index method can effectively reduce the massive financial fundamentals of listed companies. By analyzing the influencing factors of stock value investment, we specifically select from the financial statements of listed companies the five aspects that can reflect their profitability, development ability, shareholder profitability, solvency, and operating ability. The full text runs through a variety of AI methods that is the characteristic of the research method used in this article, which pays special attention to verifying the theoretical method model. Doing so ensures its effectiveness in practical applications. In stock value portfolio research, a portfolio optimization model, which integrates the dual objectives of portfolio risk and returns into the risk-adjusted return of capital single objective constraints and solves the portfolio, is established. The accuracy and recall of the FCM model are relatively stable, with accuracies of 0.884 and 0.001, respectively. This research can help improve the number and quality of listed companies.
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