Stock prediction method and system based on reinforcement learning

Abstract

The invention discloses a stock prediction method and system based on reinforcement learning, and the method comprises the following steps: a, obtaining the historical data of a target stock, carryingout the normalization processing of the historical data, enabling all kinds of numerical values in the historical data to be zoomed to the same scale, and forming a training set; b, constructing a stock prediction model based on the reinforcement learning theory, wherein the stock prediction model comprises an input layer, a hidden layer and an output layer; inputting the training set into a stock prediction model for training; c, performing stock prediction by using the trained stock prediction model, and evaluating the stock prediction model on the basis of the summer general ratio and themaximum withdrawal rate. The method can achieve the purpose of predicting the stock price trend direction, helps a stock market investor to reduce the risk degree of stock investment, and obtains expected benefits.

Description

technical field [0001] The invention relates to the fields of neural networks and reinforcement learning, in particular to a stock prediction method and system based on reinforcement learning. Background technique [0002] As an important center of gravity in the financial sector, the stock market often reflects the economic situation of a country from the side. As a stock investment that can obtain significant returns, it attracts more and more investors' attention. Therefore, how to learn from the massive stock transaction data Finding out the law of the time series of the stock market, so as to make an accurate prediction of the price trend of the stock market, has become a hot topic that many stock investors care about. [0003] As a kind of time data series, financial time series has strong time and periodicity, and its data series often have deep dependence before and after. These characteristics make it possible to predict the price trend of the stock market. At the s...

AI Technical Summary

Problems solved by technology

However, its applied research mainly focuses on the trend of stock prices, and lacks the investment risks and returns in financial time series data, which makes market investors still have a lot of risks in investing in stocks.

Images