Improved and optimized recurrent neural network based on PSO and its application in stock price prediction

被引:19
|
作者
Yang, Fuwei [1 ,2 ]
Chen, Jingjing [1 ,2 ]
Liu, Yicen [3 ]
机构
[1] Chongqing Technol & Business Univ, Yangtze River Econ Res Ctr, Chongqing 400067, Peoples R China
[2] Chongqing Technol & Business Univ, Int Business Sch, Chongqing 400067, Peoples R China
[3] Chongqing Tongyu Technol Co Ltd, Chongqing 401120, Peoples R China
关键词
PSO; Cyclic neural network; Stock price; Prediction model; Artificial intelligence; BP network; LABOR INCOME;
D O I
10.1007/s00500-021-06113-5
中图分类号
TP18 [人工智能理论];
学科分类号
081104 ; 0812 ; 0835 ; 1405 ;
摘要
In order to improve the stock price prediction effect, based on the improved PSO algorithm, this paper constructs a stock price prediction model through neural network. Based on the idea of avoiding particles falling into the same local solution as much as possible and always keeping the particles with a certain diversity, in order to improve the global search ability of the algorithm in the early stage of evolution and the local search ability in the later stage of the evolution, the adaptive adjustment of inertial weight is proposed, and the algorithm is improved by combining with neural network. In addition, on the basis of the improved algorithm, this paper constructs a stock price prediction system based on neural network. Finally, this paper designs experiments to verify the function of the model from the perspectives of stock data collection and processing, and stock price prediction accuracy, and draw statistical graphs based on the statistical research results. The results of the research show that the system constructed in this paper has a certain practical effect.
引用
收藏
页码:3461 / 3476
页数:16
相关论文
共 50 条
  • [11] Effect of architecture in recurrent neural network applied on the prediction of stock price
    Berradi, Zahra
    Lazaar, Mohamed
    Omara, Hicham
    Mahboub, Oussama
    IAENG International Journal of Computer Science, 2020, 47 (03): : 436 - 441
  • [12] Application of Improved Deep Belief Network Based on Intelligent Algorithm in Stock Price Prediction
    Zhu, Hongxia
    Fan, Liqiang
    MATHEMATICAL PROBLEMS IN ENGINEERING, 2022, 2022
  • [13] Stock price prediction model based on modified IWO neural network and its applications
    School of Science, University of Science and Technology Liaoning, Anshan, China
    Liu, Hong, 1600, Trade Science Inc, 126,Prasheel Park,Sanjay Raj Farm House,Nr. Saurashtra Unive, Rajkot, Gujarat, 360 005, India (10):
  • [14] BP neural network optimized with PSO algorithm and its application in forecasting
    Guo, Wen
    Qiao, Yizheng
    Hou, Haiyan
    2006 IEEE INTERNATIONAL CONFERENCE ON INFORMATION ACQUISITION, VOLS 1 AND 2, CONFERENCE PROCEEDINGS, 2006, : 617 - 621
  • [15] Improved fuzzy neural network for stock market prediction and application
    Wei, X.Y. (jokerwell750918@qq.com), 1600, Springer Verlag (135 LNEE):
  • [16] Vegetable Price Prediction Based on PSO-BP Neural Network
    Ye Lu
    Li Yuping
    Liang Weihong
    Song Qidao
    Liu Yanqun
    Qin Xiaoli
    PROCEEDINGS OF 8TH INTERNATIONAL CONFERENCE ON INTELLIGENT COMPUTATION TECHNOLOGY AND AUTOMATION (ICICTA 2015), 2015, : 1093 - 1096
  • [17] Stock price prediction by RBF neural network
    Huang, Guanghui
    Wa, Jianpin
    DYNAMICS OF CONTINUOUS DISCRETE AND IMPULSIVE SYSTEMS-SERIES B-APPLICATIONS & ALGORITHMS, 2007, 14 : 119 - 125
  • [18] TRNN: An efficient time-series recurrent neural network for stock price prediction
    Lu, Minrong
    Xu, Xuerong
    INFORMATION SCIENCES, 2024, 657
  • [19] Improving Stock Closing Price Prediction Using Recurrent Neural Network and Technical Indicators
    Gao, Tingwei
    Chai, Yueting
    NEURAL COMPUTATION, 2018, 30 (10) : 2833 - 2854
  • [20] Stock Price Prediction With Long Short-Term Memory Recurrent Neural Network
    Jeenanunta, Chawalit
    Chaysiri, Rujira
    Thong, Laksmey
    2018 INTERNATIONAL CONFERENCE ON EMBEDDED SYSTEMS AND INTELLIGENT TECHNOLOGY & INTERNATIONAL CONFERENCE ON INFORMATION AND COMMUNICATION TECHNOLOGY FOR EMBEDDED SYSTEMS (ICESIT-ICICTES), 2018,