A deep comprehensive model for stock price prediction

被引:1
|
作者
Salemi Mottaghi M. [1 ]
Haghir Chehreghani M. [1 ]
机构
[1] Department of Computer Engineering, Amirkabir University of Technology (Tehran Polytechnic), Tehran
关键词
Deep neural networks; Input data model; Stock price prediction; Stock pricing factors (features);
D O I
10.1007/s12652-023-04653-2
中图分类号
学科分类号
摘要
Due to many factors and noise involved in stock market, predicting stock prices is a challenging task. Existing approaches for stock price prediction use only a subset of features and factors that are effective in stock market. In this paper, we present a stock prediction model, which takes into account a diverse and comprehensive set of factors and elements that affect stock market. We accordingly present a comprehensive input model, as a generalization and improvement of existing input models, and feed it into a learning model to predict stock prices. Our learning model is a neural network, consisting of 4 hidden LSTM layers. We evaluate our proposed stock price prediction model over eight real-world datasets, and show its high performance and accuracy. © 2023, The Author(s), under exclusive licence to Springer-Verlag GmbH Germany, part of Springer Nature.
引用
收藏
页码:11385 / 11395
页数:10
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