Comparative Analysis of Deep Learning Models in Stock Market Forecasting

被引:0
作者
Zhu, Yangyue [1 ]
机构
[1] Zhongnan Univ Econ & Law, Wuhan, Peoples R China
来源
PROCEEDINGS OF THE 2024 9TH INTERNATIONAL CONFERENCE ON INTELLIGENT INFORMATION TECHNOLOGY, ICIIT 2024 | 2024年
关键词
stock forecasting; deep learning; Convolutional Neural Network (CNN); Long Short-Term Memory (LSTM);
D O I
10.1145/3654522.3654535
中图分类号
TP [自动化技术、计算机技术];
学科分类号
0812 ;
摘要
In the context of guiding investors with reliable insights into the stock market, the efficacy of stock price prediction holds paramount importance. The stock market, being influenced by a myriad of complex factors, poses a formidable challenge in achieving accurate predictions. This paper presents a novel approach to stock prediction through the integration of Convolutional Neural Network (CNN) and Long Short-Term Memory (LSTM) in a hybrid model termed CNN-LSTM. Employing an end-to-end network structure, the model leverages CNN for uncovering profound features within the data and LSTM for capturing temporal patterns. Experimental validation is conducted using Tesla Inc. (stock code: TSLA) as a benchmark. Comparative analyses of experimental predictions and evaluation metrics serve to authenticate the effectiveness and feasibility of the CNN-LSTM network model in the domain of stock forecasting.
引用
收藏
页码:77 / 81
页数:5
相关论文
共 11 条
[1]   Review of deep learning: concepts, CNN architectures, challenges, applications, future directions [J].
Alzubaidi, Laith ;
Zhang, Jinglan ;
Humaidi, Amjad J. ;
Al-Dujaili, Ayad ;
Duan, Ye ;
Al-Shamma, Omran ;
Santamaria, J. ;
Fadhel, Mohammed A. ;
Al-Amidie, Muthana ;
Farhan, Laith .
JOURNAL OF BIG DATA, 2021, 8 (01)
[2]   Random forests [J].
Breiman, L .
MACHINE LEARNING, 2001, 45 (01) :5-32
[3]  
Charbuty B., 2021, Journal of Applied Science and Technology Trends, V2, P01, DOI [10.38094/jastt20165, DOI 10.38094/JASTT20165]
[4]   Support vector machines [J].
Hearst, MA .
IEEE INTELLIGENT SYSTEMS & THEIR APPLICATIONS, 1998, 13 (04) :18-21
[5]   Deep learning [J].
LeCun, Yann ;
Bengio, Yoshua ;
Hinton, Geoffrey .
NATURE, 2015, 521 (7553) :436-444
[6]  
Lee H, 2014, LREC 2014 - NINTH INTERNATIONAL CONFERENCE ON LANGUAGE RESOURCES AND EVALUATION, P1170
[7]   A CNN-BiLSTM-AM method for stock price prediction [J].
Lu, Wenjie ;
Li, Jiazheng ;
Wang, Jingyang ;
Qin, Lele .
NEURAL COMPUTING & APPLICATIONS, 2021, 33 (10) :4741-4753
[8]  
Mittermayer M.-A., 2004, Proceedings of the 37th Annual Hawaii International Conference on System Sciences
[10]   Stock prediction using deep learning [J].
Singh, Ritika ;
Srivastava, Shashi .
MULTIMEDIA TOOLS AND APPLICATIONS, 2017, 76 (18) :18569-18584