Share Price Trend Prediction Using Attention with LSTM Structure

被引:0
|
作者
Jhang, Wun-Syun [1 ]
Gao, Shao-En [1 ]
Wang, Chuin-Mu [1 ]
Hsieh, Ming-Chu [1 ]
机构
[1] Natl Chin Yi Univ Technol, Dept Comp Sci & Informat Engn, Taichung, Taiwan
关键词
stock prediction; deep learning; convolutional neural network; recurrent neural network;
D O I
10.1109/snpd.2019.8935806
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
Stock market has a considerable impact in the whole financial market. Among researches on prediction, stock price movements prediction is a quite hot topic. In this paper, stock price movements were predicted by utilizing various stock information by technical means of deep learning. The architecture based on LSTM using Attention proposed in this paper was proven through experiment to be able to effectively improve prediction accuracy.
引用
收藏
页码:208 / 211
页数:4
相关论文
共 50 条
  • [21] Prediction of Bitcoin Price Using Bi-LSTM Network
    Nithyakani, P.
    Tom, Rijo Jackson
    Gupta, Piyush
    Shanthini, A.
    John, Vivia Mary
    Sharma, Vipul
    [J]. 2021 INTERNATIONAL CONFERENCE ON COMPUTER COMMUNICATION AND INFORMATICS (ICCCI), 2021,
  • [22] Vehicle Destination Prediction Using Bidirectional LSTM with Attention Mechanism
    Casabianca, Pietro
    Zhang, Yu
    Martinez-Garcia, Miguel
    Wan, Jiafu
    [J]. SENSORS, 2021, 21 (24)
  • [23] A Dual-Attention-Based Stock Price Trend Prediction Model With Dual Features
    Chen, Yingxuan
    Lin, Weiwei
    Wang, James Z.
    [J]. IEEE ACCESS, 2019, 7 : 148047 - 148058
  • [24] EAN: Event Attention Network for Stock Price Trend Prediction based on Sentimental Embedding
    Wang, Yaowei
    Li, Qing
    Huang, Zhexue
    Li, Junjie
    [J]. PROCEEDINGS OF THE 11TH ACM CONFERENCE ON WEB SCIENCE (WEBSCI'19), 2019, : 311 - 320
  • [25] Stock Price Trend Prediction using MRCM-CNN
    Duan, Jufang
    Xu, Xiangyang
    [J]. 2020 CHINESE AUTOMATION CONGRESS (CAC 2020), 2020, : 3455 - 3460
  • [26] CNN-LSTM short-term electricity price prediction based on an attention mechanism
    Ji X.
    Zeng R.
    Zhang Y.
    Song F.
    Sun P.
    Zhao G.
    [J]. Dianli Xitong Baohu yu Kongzhi/Power System Protection and Control, 2022, 50 (17): : 125 - 132
  • [27] Exploring the attention mechanism in LSTM-based Hong Kong stock price movement prediction
    Chen, Shun
    Ge, Lei
    [J]. QUANTITATIVE FINANCE, 2019, 19 (09) : 1507 - 1515
  • [28] Stock Price Prediction using Combined LSTM-CNN Model
    Zhou, Xinrong
    [J]. 2021 3RD INTERNATIONAL CONFERENCE ON MACHINE LEARNING, BIG DATA AND BUSINESS INTELLIGENCE (MLBDBI 2021), 2021, : 67 - 71
  • [29] PREDICTION STOCK PRICE BASED ON DIFFERENT INDEX FACTORS USING LSTM
    Lai, Chun Yuan
    Chen, Rung-Ching
    Caraka, Rezzy Eko
    [J]. PROCEEDINGS OF 2019 INTERNATIONAL CONFERENCE ON MACHINE LEARNING AND CYBERNETICS (ICMLC), 2019, : 416 - 421
  • [30] Prediction of Bearing Degradation Trend based on LSTM
    Chen Yuhang
    Bing, Han
    [J]. 2019 IEEE SYMPOSIUM SERIES ON COMPUTATIONAL INTELLIGENCE (IEEE SSCI 2019), 2019, : 1035 - 1040