Forecasting stock prices in two ways based on LSTM neural network

被引:0
|
作者
Du, Jingyi [1 ]
Liu, Qingli [1 ]
Chen, Kang [1 ]
Wang, Jiacheng [1 ]
机构
[1] Xian Univ Sci & Technol, Coll Elect & Control Engn, Xian, Shaanxi, Peoples R China
关键词
stock price; LSTM; RNN; univariate feature input; multivariate feature input;
D O I
10.1109/itnec.2019.8729026
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
Due to the extensive application of deep learning in processing time series and recent progress, LSTM (Long Short-Term Memory) neural network is the most commonly used and most powerful tool for time series models. The LSTM neural network is used to predict Apple stocks by using single feature input variables and multi-feature input variables to verify the prediction effect of the model on stock time series. The experimental results show that the model has a high accuracy of 0.033 for the multivariate input and is accurate, which is in line with the actual demand. For the univariate feature input, the predicted squared absolute error is 0.155, which is inferior to the multi-feature variable input.
引用
收藏
页码:1083 / 1086
页数:4
相关论文
共 50 条
  • [1] Stock Prices Forecasting with LSTM Networks
    Vasyaeva, Tatyana
    Martynenko, Tatyana
    Khmilovyi, Sergii
    Andrievskaya, Natalia
    [J]. ARTIFICIAL INTELLIGENCE: (RCAI 2019), 2019, 1093 : 59 - 69
  • [2] Optimizing LSTM Based Network For Forecasting Stock Market
    Rokhsatyazdi, Ehsan
    Rahnamayan, Shahryar
    Amirinia, Hossein
    Ahmed, Sakib
    [J]. 2020 IEEE CONGRESS ON EVOLUTIONARY COMPUTATION (CEC), 2020,
  • [3] Recurrent neural network with kernel feature extraction for stock prices forecasting
    Sun, Xiang
    Ni, Yong
    [J]. 2006 INTERNATIONAL CONFERENCE ON COMPUTATIONAL INTELLIGENCE AND SECURITY, PTS 1 AND 2, PROCEEDINGS, 2006, : 903 - 907
  • [4] Neural Network Based Stock Market Forecasting
    El-Hammady, Ahmed Ismail
    Abo-Rizka, Mohamed
    [J]. INTERNATIONAL JOURNAL OF COMPUTER SCIENCE AND NETWORK SECURITY, 2011, 11 (08): : 204 - 207
  • [5] Prediction of Short-term Stock Prices Based on EMD-LSTM-CSI Neural Network Method
    Xuan, Yuze
    Yu, Yue
    Wu, Kaisu
    [J]. 2020 5TH IEEE INTERNATIONAL CONFERENCE ON BIG DATA ANALYTICS (IEEE ICBDA 2020), 2020, : 135 - 139
  • [6] Forecasting stock prices with long-short term memory neural network based on attention mechanism
    Qiu, Jiayu
    Wang, Bin
    Zhou, Changjun
    [J]. PLOS ONE, 2020, 15 (01):
  • [7] Stock prediction based on random forest and LSTM neural network
    Ma, Yilin
    Han, Ruizhu
    Fu, Xiaoling
    [J]. 2019 19TH INTERNATIONAL CONFERENCE ON CONTROL, AUTOMATION AND SYSTEMS (ICCAS 2019), 2019, : 126 - 130
  • [8] Tidal Forecasting Based on ARIMA-LSTM Neural Network
    Zhou, Tianxin
    Zhang, Wenjun
    Ma, Shuangfu
    [J]. PROCEEDINGS OF THE 33RD CHINESE CONTROL AND DECISION CONFERENCE (CCDC 2021), 2021, : 4028 - 4032
  • [9] A Convolutional Neural Network Based Approach for Stock Forecasting
    Yu, Haixing
    Xu, Lingyu
    Zhang, Gaowei
    [J]. ARTIFICIAL NEURAL NETWORKS AND MACHINE LEARNING, PT II, 2017, 10614 : 731 - 732
  • [10] Structural learning of neural networks for forecasting stock prices
    Watada, Junzo
    [J]. KNOWLEDGE-BASED INTELLIGENT INFORMATION AND ENGINEERING SYSTEMS, PT 3, PROCEEDINGS, 2006, 4253 : 972 - 979