Stock prediction method and system based on reinforcement learning

A technology of reinforcement learning and forecasting methods, applied in the field of neural network and reinforcement learning, can solve the problems of the existence of risks in investing in stocks, the lack of financial time series data, investment risks and returns, etc.

Inactive Publication Date: 2019-07-26
ZHEJIANG UNIVERSITY OF SCIENCE AND TECHNOLOGY
View PDF4 Cites 7 Cited by
  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

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 ret

Method used

the structure of the environmentally friendly knitted fabric provided by the present invention; figure 2 Flow chart of the yarn wrapping machine for environmentally friendly knitted fabrics and storage devices; image 3 Is the parameter map of the yarn covering machine
View more

Image

Smart Image Click on the blue labels to locate them in the text.
Viewing Examples
Smart Image
  • Stock prediction method and system based on reinforcement learning
  • Stock prediction method and system based on reinforcement learning
  • Stock prediction method and system based on reinforcement learning

Examples

Experimental program
Comparison scheme
Effect test

Embodiment

[0053] Embodiment: a kind of stock prediction method and system based on reinforcement learning, such as figure 1 As shown, including stock historical data acquisition and data normalization processing module, system model building and training module and stock price trend prediction and model evaluation module;

[0054] The stock historical data acquisition and data normalization processing module is used to obtain the historical data of the stock to be predicted and perform normalization processing of the data, and convert the normalized data into a two-dimensional array as a system model Building and training module inputs;

[0055] The system model construction and training module is used to utilize the historical data of stocks to train the stock prediction model, and use the trained stock prediction model for subsequent stock trend prediction;

[0056] The stock price trend prediction and model evaluation module is used for stock trend prediction and provides Sharpe rat...

the structure of the environmentally friendly knitted fabric provided by the present invention; figure 2 Flow chart of the yarn wrapping machine for environmentally friendly knitted fabrics and storage devices; image 3 Is the parameter map of the yarn covering machine
Login to view more

PUM

No PUM Login to view more

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...

Claims

the structure of the environmentally friendly knitted fabric provided by the present invention; figure 2 Flow chart of the yarn wrapping machine for environmentally friendly knitted fabrics and storage devices; image 3 Is the parameter map of the yarn covering machine
Login to view more

Application Information

Patent Timeline
no application Login to view more
IPC IPC(8): G06Q10/04G06Q40/04G06N3/04G06N3/08
CPCG06Q10/04G06Q40/04G06N3/08G06N3/045
Inventor 岑跃峰张晨光岑岗张宇来马伟锋程志刚林学芬周闻王佳晨曹家伟石龙杰
Owner ZHEJIANG UNIVERSITY OF SCIENCE AND TECHNOLOGY
Who we serve
  • R&D Engineer
  • R&D Manager
  • IP Professional
Why Eureka
  • Industry Leading Data Capabilities
  • Powerful AI technology
  • Patent DNA Extraction
Social media
Try Eureka
PatSnap group products

Browse by: Latest US Patents, China's latest patents, Technical Efficacy Thesaurus, Application Domain, Technology Topic.

© 2024 PatSnap. All rights reserved.Legal|Privacy policy|Modern Slavery Act Transparency Statement|Sitemap