基于深度学习的智能市值预测系统

Jayasri Santhappan, P. Chokkalingam
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引用次数: 1

摘要

商业预测是影响任何金融行业经济状况的最大因素。如果预测模型不是一个更好的模型,那么它可能会导致清算,并破坏客户对市场的信任。基于社交媒体客户意见的早期预测对于降低业务风险和保持客户信任起着重要作用。根据Fintech的调查,世界主题分析被视为确定客户趋势和预测分析的重要因素之一。在这里,我们对Twitter提供的社交媒体数据进行了对比分析,以了解世界各地对客户需求的感知和理解。为了实验目的,我们使用twitter数据进行tweet分析,对于股票价格我们使用雅虎金融数据,对于股票数量我们使用晨星数据集。为了处理客户端提供的tweet,我们使用深度学习构建了一个自动化系统。这里的问题分为两部分。在第一部分中,文本分类使用Tensorflow和Keras,潜在狄利克雷分配(LDA),自然语言工具包(NLTK-NLP)完成。本部分采用话题分析法对过去的推文历史进行分析。在第二部分中,我们将使用python/Rto使用长短期记忆(LSTM)来预测识别多个关键业务因素。该系统的实际目的是发现三个基本参数的影响,如安全漏洞,创新和股票交易所,这些参数存在于客户提供的tweet中。这里的分析是对客户提供的过去十年的推文进行的,以预测即将到来的七天和每月的市值。这里所做的工作的实际意图是揭示两家银行之间的主要多样性,并在可用模型中弥补数据泄露,创新和股票交易的3个差距。系统所提供的最新资料,为银行及客户预测市场价值提供了有利条件。我们对a银行和B银行的月预测准确率分别为70.74%和54.55%,周预测准确率分别为83.44%和76.06%。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
An Intelligent Market Capitalization Predictive System Using Deep Learning
Business forecast is a biggest factor which generally affects the economical condition of any Financial Industry. If the forecast model is not a better one then it can cause liquidation and spoil the trust of customers in the market. Early predictions based on social media clients’ opinion plays a major role in order to reduce risk on business and keep the trust of customer. According to the survey done by Fintech’s world topic analysis is treated as one of the vital factor used for the determination of client’s trends and for forecast analysis. Here we have performed a comparative analysis upon the social media data provide by Twitter in order to get an idea about the perception and understanding of clients’ requirements across the world. For the experimentation purpose we have used Tweeter data for tweet analysis, for stock price we have yahoo finance data and for number of stocks we have used morning star data set. For the processing of Tweets given by the clients we have built an automated system using Deep Learning. Here the problem is divided in to 2 parts. In first part Text classification is done using Tensorflow and Keras, Latent Dirichlet allocation (LDA), Natural Language Toolkit (NLTK-NLP).In this part using topic analysis the past tweet history is analyzed. In second part we are predicting forecastto identify multiple key business factors using Long Short term Memory (LSTM) using python/Rto. The actual aim of the system is to discover the effect of 3 fundamental parameters like security breaches, innovation, and stock exchange which are present in tweet given by the customers. Here the analysis is done on the last ten years tweets given by the clients for prediction of upcoming seven-day as well as monthly Market Cap. The actual intention of the work done here is to uncover the major diversity among two banks and bridge up the 3 gaps data breach, innovation and stock exchange in the available models. The latest information obtained in the system offers advantages to both Bank and customers to forecast Market value for the unbeaten estimation. We have obtained a prediction accuracy of 70.74% and 54.55% for monthly prediction and for weekly prediction we have obtained accuracy of 83.44% and 76.06% for Bank A and Bank B.
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