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
来源
PROCEEDINGS OF 2019 IEEE 3RD INFORMATION TECHNOLOGY, NETWORKING, ELECTRONIC AND AUTOMATION CONTROL CONFERENCE (ITNEC 2019) | 2019年
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
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