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
  • [31] Forecasting directional movements of stock prices for intraday trading using LSTM and random forests
    Ghosh, Pushpendu
    Neufeld, Ariel
    Sahoo, Jajati Keshari
    FINANCE RESEARCH LETTERS, 2022, 46
  • [32] Stock forecasting using evolutionary neural network
    Gao, W
    DCABES and ICPACE Joint Conference on Distributed Algorithms for Science and Engineering, 2005, : 175 - 178
  • [33] An Efficient LSTM Neural Network-Based Framework for Vessel Location Forecasting
    Chondrodima, Eva
    Pelekis, Nikos
    Pikrakis, Aggelos
    Theodoridis, Yannis
    IEEE TRANSACTIONS ON INTELLIGENT TRANSPORTATION SYSTEMS, 2023, 24 (05) : 4872 - 4888
  • [34] Forecasting directional movements of stock prices for intraday trading using LSTM and random forests
    Ghosh, Pushpendu
    Neufeld, Ariel
    Sahoo, Jajati Keshari
    FINANCE RESEARCH LETTERS, 2022, 46
  • [35] A CNN-LSTM-Based Model to Forecast Stock Prices
    Lu, Wenjie
    Li, Jiazheng
    Li, Yifan
    Sun, Aijun
    Wang, Jingyang
    COMPLEXITY, 2020, 2020
  • [36] Stock Price Forecasting Based on BP Neural Network Model of Network Public Opinion
    Yu, Yawen
    Wang, Shanshan
    Zhang, Lijun
    2017 2ND INTERNATIONAL CONFERENCE ON IMAGE, VISION AND COMPUTING (ICIVC 2017), 2017, : 1058 - 1062
  • [37] A hybrid stock price index forecasting model based on variational mode decomposition and LSTM network
    Niu, Hongli
    Xu, Kunliang
    Wang, Weiqing
    APPLIED INTELLIGENCE, 2020, 50 (12) : 4296 - 4309
  • [38] A hybrid stock price index forecasting model based on variational mode decomposition and LSTM network
    Hongli Niu
    Kunliang Xu
    Weiqing Wang
    Applied Intelligence, 2020, 50 : 4296 - 4309
  • [39] A neural network-based method for forecasting zonal locational marginal prices
    Ma, YM
    Luh, PB
    Kasiviswanathan, K
    Ni, E
    2004 IEEE POWER ENGINEERING SOCIETY GENERAL MEETING, VOLS 1 AND 2, 2004, : 296 - 302
  • [40] Forecasting Stock Prices Using Stock Correlation Graph: A Graph Convolutional Network Approach
    Yin, Xingkun
    Yan, Da
    Almudaifer, Abdullateef
    Yan, Sibo
    Zhou, Yang
    2021 INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORKS (IJCNN), 2021,