Stock prediction method of integrated model based on high-speed transfer stock prediction

An integrated model and prediction method technology, applied in the field of economic models, can solve the problems of destroying factor causality, inability to express factor causality, lack of universality, etc., and achieve good training results

Inactive Publication Date: 2021-08-24
SHANGHAI DIANJI UNIV
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AI Technical Summary

Problems solved by technology

[0004] 1. The causal relationship between factors cannot be expressed, and the single selection of factors that have a significant impact on high transfer rates destroys the causal relationship between factors
[0005] 2.

Method used

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  • Stock prediction method of integrated model based on high-speed transfer stock prediction
  • Stock prediction method of integrated model based on high-speed transfer stock prediction
  • Stock prediction method of integrated model based on high-speed transfer stock prediction

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Embodiment Construction

[0030] Below according to the accompanying drawings Figure 1 to Figure 4 , give a preferred embodiment of the present invention, and give a detailed description, so that the functions and characteristics of the present invention can be better understood.

[0031] see Figure 1 to Figure 4 , a kind of stock forecasting method based on the integrated model of stock forecasting of high transfer rate in the embodiment of the present invention, comprises steps:

[0032] S1: Establish an integrated model for stock prediction with high transfer rate, which includes multiple individual classifiers and a unitary learner;

[0033] S2: Determine individual classifiers, classifiers include support vector machines, neural networks, random forests and extreme gradient boosting trees;

[0034] S3: Use the differential evolution algorithm to optimize the parameters of the individual classifier;

[0035] The differential evolution algorithm is mainly composed of six major steps: encoding, ...

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Abstract

The invention provides a stock prediction method based on an integrated model for high-speed transfer stock prediction. The method comprises the following steps: S1, establishing the integrated model for high-speed transfer stock prediction; s2, determining an individual classifier; s3, optimizing parameters of the individual classifier by using a differential evolution algorithm; s4, preprocessing the data, and performing factor screening and factor synthesis on the data; s5, training an individual classifier by using the data set; s6, predicting the data set by using the trained individual classifier; s7, using a linear model as a meta-learner, and training the linear model by using the new training set; s8, performing prediction by using the trained individual classifier to obtain a preliminary prediction result; and inputting the preliminary prediction result into the trained linear model to obtain a final prediction result. According to the stock prediction method of the integrated model based on high-speed transfer stock prediction, the integrated model is better trained, and the investment safety is further ensured.

Description

technical field [0001] The invention relates to the field of economic models, in particular to a stock forecasting method based on an integrated model of high-transfer stock forecasting. Background technique [0002] In the process of model construction, the existing technology mainly builds a generalized model of annual transfer forecast through the method of ensemble learning, and the accuracy rate is about 89%. In the process of factor feature selection, there are two commonly used methods in the existing technology: 1. ) Based on the selection of recognized factors with economic significance; 2) After model training, factors that have a greater impact on the implementation of high-speed transfers are extracted. [0003] Prior art has following shortcoming: [0004] 1. The causal relationship between factors cannot be expressed, and the single selection of factors that have a significant impact on high transfer rates destroys the causal relationship between factors. [...

Claims

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Application Information

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IPC IPC(8): G06Q40/04G06Q10/04G06Q10/06G06N3/04
CPCG06Q40/04G06Q10/04G06Q10/067G06N3/044
Inventor 黄文龙薛未杰冷佳俊吕品
Owner SHANGHAI DIANJI UNIV
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