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Deep-learning-based method for predicting stock market

A market forecasting, deep learning technology, applied in forecasting, biological neural network model, marketing, etc., can solve the problem of low accuracy of forecast results

Inactive Publication Date: 2018-03-23
ZHEJIANG UNIV OF TECH
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  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

[0012] Traditional stock market forecasting methods are usually difficult to effectively extract good data features, making the accuracy of forecasting results often low.

Method used

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  • Deep-learning-based method for predicting stock market
  • Deep-learning-based method for predicting stock market
  • Deep-learning-based method for predicting stock market

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Experimental program
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Embodiment Construction

[0047] Forecasting the Shanghai Stock Exchange Index as an example to further illustrate the content of the present invention and the technical means used; the Shanghai Stock Exchange Index is not only affected by all stocks listed and traded on the Shanghai Stock Exchange, but also affected by other factors, such as S&P 500, RMB The data name, time span and total data of the exchange rate against the U.S. dollar, the Hong Kong Hang Seng Index, the Shanghai Composite Index and their influencing factors are shown in Table 1, and some detailed data are shown in Table 2;

[0048] Table 1 data description

[0049] industry name

time span

total data

The Shanghai Composite Index

2000-01—2015-06

3897 entries

S&P 500 Index

2000-01—2015-06

3897 entries

RMB to USD exchange rate

2000-01—2015-06

3897 entries

Hong Kong Hang Seng Index

2000-01—2015-06

3897 entries

[0050] Table 2 historical data

[0051] ...

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Abstract

The invention provides a deep-learning-based method for predicting a stock market. The method comprises the following steps of data pretreatment and construction of an LSTM-DCC stock market predictionmodel. According to the invention, on the basis of combination of advantages of an expansion cause-and-effect convolution network and a recurrent neural network, data features of an own stock sequence and correlated influence factors are learned automatically and thus the future price and trend are predicted.

Description

technical field [0001] The patent of this invention relates to a stock market price prediction method based on deep learning. Background technique [0002] The financial field is the center of gravity of a country's economic operation, and the stock market can also reflect the overall economic situation of a country in one aspect, and with the development of the country's economy, people pay more attention to capital management, and investment and financial management have become a norm. Therefore, it is of great practical significance to analyze and model the time series data of the stock market and predict the stock market trend in the future. [0003] Compared with general time series data (temperature, wind, etc.), stock market time series data has the characteristics of high data dimensionality, nonlinearity, and non-stationary characteristics. These characteristics make the prediction of time series data for the stock market a difficult and hot topic in research. . ...

Claims

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Application Information

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IPC IPC(8): G06Q10/04G06Q30/02G06Q40/04G06N3/04
CPCG06N3/049G06Q10/04G06Q30/0283G06Q40/04G06N3/045
Inventor 张元鸣沈志鹏蒋建波肖刚高飞陆佳炜徐俊
Owner ZHEJIANG UNIV OF TECH
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