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Stock prediction method introducing investor preferences

A forecasting method and investor's technology, applied in the field of stock investment, to avoid the problem of gradient disappearance and reduce computational complexity

Pending Publication Date: 2020-06-26
ZHENGZHOU UNIV
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  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

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Problems solved by technology

[0006] To sum up, although domestic and foreign scholars have conducted sufficient research on the relationship between investor behavior preferences and stock returns, no scholars have yet used investor behavior preferences as a predictor of stock returns.

Method used

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  • Stock prediction method introducing investor preferences
  • Stock prediction method introducing investor preferences
  • Stock prediction method introducing investor preferences

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Embodiment

[0044] Barberis pointed out that prospect theory plays an important role in analyzing the overall return rate of the stock market and explaining the trading behavior of financial assets. More and more research results show that prospect theory can better describe investor preferences and predict investor behavior. In view of this, the present invention is based on the prospect theory, and uses the value of the prospect theory to quantitatively describe the behavior preference of investors. Assume that investors assess the risk of stocks based on prospect theory and value stocks based on their past performance. Therefore, the value of prospect theory can be calculated based on the historical stock return rate, and this index can be used as a measure of investor behavior preference and used in the forecast of stock expected return.

[0045] S1. Calculate the theoretical value of the prospect by using the historical rate of return data of the stock;

[0046] The specific steps ...

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Abstract

The invention relates to the technical field of stock investment, in particular to a stock prediction method for introducingintroducing investor preferences, which utilizes a foreground theoretical value to describe investor behavior preferences and introduces an index into prediction of stock income. The method comprises the following steps: S1, calculating a foreground theoretical value by utilizing historical yield data of stocks; Ss2, carrying out LSTM model construction for introducing investor preferences is carried out; Ss3, predicting a model process.

Description

technical field [0001] The invention relates to the technical field of stock investment, in particular to a stock prediction method introducing investor preferences. Background technique [0002] Research on stock forecasting methods mainly revolves around statistical methods and machine learning methods. The most commonly used statistical methods include autoregressive conditional heteroscedasticity (ARCH) model, generalized autoregressive conditional heteroscedasticity (GARCH) model, autoregressive moving average (ARIMA) model, etc. However, statistical forecasting methods have certain limitations. In recent years, some scholars have studied stock forecasting from a new perspective in order to improve the accuracy of forecasting. Gong et al. introduced corporate social responsibility to establish a stock forecasting model, and the results showed that corporate social responsibility has a positive effect on stock price increases, and can improve the accuracy of stock fore...

Claims

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06Q40/04G06N3/04G06N3/08
CPCG06Q40/04G06N3/049G06N3/08G06N3/045
Inventor 刘玉敏李洋王宁赵哲耘
Owner ZHENGZHOU UNIV
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