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Stock closing price prediction method

A forecasting method and closing price technology, applied in forecasting, neural learning methods, instruments, etc., can solve problems such as low precision, unfavorable processing of large-scale stock data, ignoring the correlation between parts and the whole, and achieve high forecasting accuracy.

Pending Publication Date: 2021-12-24
NANJING UNIV OF INFORMATION SCI & TECH
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AI Technical Summary

Problems solved by technology

It is known that financial data such as stocks have the characteristics of nonlinearity, multi-scale, and multi-noise. Traditional machine learning models have a lot of limitations. Large-scale data such as stocks
The proposal of a single deep learning model such as long short-term memory network (LSTM) and gated recurrent unit (GRU) has shown certain advantages in the field of prediction, but there are still problems of low accuracy
In recent years, the time series prediction model combining the recurrent neural network (RNN) and the convolutional neural network (CNN) has been widely used, but the pooling layer of CNN will lose a lot of valuable information during training, ignoring the relationship between the local and the whole sex

Method used

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Embodiment

[0044]Select the agriculture, forestry, animal husbandry and fishery index (399213) to verify and analyze the stock closing price prediction method of the present invention, and the specific implementation is as follows: After normalizing the closing price of the agriculture, forestry, animal husbandry and fishery index, input it into the stock closing price prediction model, and output the agriculture, forestry, animal husbandry and fishery index The predicted closing price of .

[0045] In order to verify the effectiveness of the stock closing price prediction method of the present invention, through three performance indicators: mean absolute error MAE, root mean square error RMSE and coefficient of determination R 2 _score to evaluate the performance of the method of the present invention. Among them, the mean absolute error MAE can avoid the problem of mutual cancellation of errors, and can accurately reflect the size of the actual forecast error. The specific calculation...

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Abstract

The invention discloses a stock closing price prediction method, and relates to the technical field of deep learning and stock prediction. According to the stock closing price prediction method, stock closing price data is input into a constructed stock closing price prediction model, and a prediction result of the stock closing price is output. The stock closing price prediction model comprises a complementary set empirical mode decomposition module, a gating circulation unit module, a full connection layer and width learning which are connected in sequence. The stock closing price prediction method improves the prediction precision of the stock closing price.

Description

technical field [0001] The present invention relates to the technical fields of deep learning and stock forecasting, in particular to a method for forecasting stock closing prices. Background technique [0002] In recent years, the domestic financial industry has developed rapidly, which plays a vital role in promoting the development of the country, and has a huge impact on the stability of the country's industrial and economic development. As the most basic financial tool in the financial system, stocks can most intuitively show the strength of a country's economic development, and the prediction of stock trends has become a major concern of investors. In order to provide investors with meaningful investment decisions and reduce their investment risks, various stock forecasting models have been proposed. It is known that financial data such as stocks have the characteristics of nonlinearity, multi-scale, and multi-noise. Traditional machine learning models have a lot of l...

Claims

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06Q40/04G06Q10/04G06N3/04G06N3/08
CPCG06Q40/04G06Q10/04G06N3/08G06N3/045
Inventor 张栋韩莹毕辉王乐豪孙凯强谈昊然
Owner NANJING UNIV OF INFORMATION SCI & TECH
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