Stock price prediction Based on Generative Adversarial Network

被引:3
|
作者
Li, Yajie [1 ]
Cheng, Dapeng [2 ]
Huang, Xingdan [1 ]
Li, Chengnuo [2 ]
机构
[1] Shandong Technol & Business Univ, Sch Stat, Yantai, Peoples R China
[2] Shandong Technol & Business Univ, Sch Comp Sci & Technol, Yantai, Peoples R China
基金
中国国家自然科学基金;
关键词
motional analysis; stock price forecast; generative adversarial network;
D O I
10.1109/BDICN55575.2022.00122
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
As the "barometer" of economic development, the stock market occupies an increasingly important position in the financial field. The prediction of stock price has always been an important subject for scholars. Faced with the impact of Internet information, more and more investors make comments on various social media platforms, which will imperceptibly affect investors investment decisions, and will also have an impact on stock market fluctuations. Therefore, this paper proposes a multi-factor stock price prediction model based on generative adversarial networks from the perspective of stock review text mining. Experimental results show that our GAN has good performance in stock close price prediction when compared to other statistical models and machine learning models.
引用
收藏
页码:637 / 641
页数:5
相关论文
共 50 条
  • [1] Stock Market Prediction Based on Generative Adversarial Network
    Zhang, Kang
    Zhong, Guoqiang
    Dong, Junyu
    Wang, Shengke
    Wang, Yong
    [J]. 2018 INTERNATIONAL CONFERENCE ON IDENTIFICATION, INFORMATION AND KNOWLEDGE IN THE INTERNET OF THINGS, 2019, 147 : 400 - 406
  • [2] A self-regulated generative adversarial network for stock price movement prediction based on the historical price and tweets
    Xu, Hongfeng
    Cao, Donglin
    Li, Shaozi
    [J]. KNOWLEDGE-BASED SYSTEMS, 2022, 247
  • [3] A self-regulated generative adversarial network for stock price movement prediction based on the historical price and tweets
    Xu, Hongfeng
    Cao, Donglin
    Li, Shaozi
    [J]. Knowledge-Based Systems, 2022, 247
  • [4] Generative adversarial network for sentiment-based stock prediction
    Asgarian, Sepehr
    Ghasemi, Rouzbeh
    Momtazi, Saeedeh
    [J]. CONCURRENCY AND COMPUTATION-PRACTICE & EXPERIENCE, 2023, 35 (02):
  • [5] GA-Based Optimization of Generative Adversarial Networks on Stock Price Prediction
    He, Bate
    Kita, Eisuke
    [J]. 2021 INTERNATIONAL CONFERENCE ON COMPUTATIONAL SCIENCE AND COMPUTATIONAL INTELLIGENCE (CSCI 2021), 2021, : 199 - 202
  • [6] The Application of Sequential Generative Adversarial Networks for Stock Price Prediction
    He, Bate
    Kita, Eisuke
    [J]. REVIEW OF SOCIONETWORK STRATEGIES, 2021, 15 (02): : 455 - 470
  • [7] The Application of Sequential Generative Adversarial Networks for Stock Price Prediction
    Bate He
    Eisuke Kita
    [J]. The Review of Socionetwork Strategies, 2021, 15 : 455 - 470
  • [8] Stock Price Forecasting by a Deep Convolutional Generative Adversarial Network
    Staffini, Alessio
    [J]. FRONTIERS IN ARTIFICIAL INTELLIGENCE, 2022, 5
  • [9] Stock Price Prediction by Using Hybrid Sequential Generative Adversarial Networks
    He, Bate
    Kita, Eisuke
    [J]. 20TH IEEE INTERNATIONAL CONFERENCE ON DATA MINING WORKSHOPS (ICDMW 2020), 2020, : 341 - 347
  • [10] Adversarial unsupervised domain adaptation based on generative adversarial network for stock trend forecasting
    Wei, Qiheng
    Dai, Qun
    [J]. INTELLIGENT DATA ANALYSIS, 2023, 27 (05) : 1477 - 1502