支持基于矢量机器的股票市场预测,使用长期短期记忆和卷积神经网络,使用鱼圈启发的优化
J Karthick Myilvahanan1, N Mohana Sundaram1
1Department of Computer Science and Engineering, Karpagam Academy of Higher Education, Coimbatore, India.
概括
这项研究引入了一种新的混合方法来进行股票市场预测,它结合了长期短期记忆 (LSTM) 和卷积神经网络 (CNN) 模型,并通过新的Aquila循环启发的算法进行了优化. 合并模型显著提高了预测准确性,提供了更好的决策能力.
科学领域:
- 计算金融是指计算金融.
- 机器学习 机器学习
- 时间序列分析时间序列分析
背景情况:
- 股票市场的预测是具有挑战性的,因为混乱和非静止的数据.
- 准确的股票利率预测对于明智的财务决策至关重要.
- 现有的方法经常与金融市场固有的复杂性作斗争.
研究的目的:
- 使用混合方法开发一个有效的股票市场预测模型.
- 为模型培训引入和使用Aquila循环灵感优化 (ACIO) 算法.
- 通过融合来自多个先进机器学习模型的输出来提高预测准确性.
主要方法:
- 使用标准标量和特征选择通过递归特征消除进行数据预处理.
- 训练一个长期短期记忆 (LSTM) 网络,使用新的Aquila循环灵感优化 (ACIO) 算法进行优化.
- 执行基于Convolutional Neural Network (CNN) 的预测,也由ACIO调整,并将输出与SVM融合为最终的股票市场预测.
主要成果:
- 混合模型实现了最低平均绝对百分比误差 (MAPE) 约为0.378.8.
- 该模型显示了约0.294.4的规范化根平均平方误差 (RMSE).
- 支持矢量机 (SVM) 有效地融合了LSTM和CNN的预测,产生了优越的性能指标.
结论:
- 建议的混合LSTM-CNN模型与ACIO优化,为股票市场预测提供了强大的解决方案.
- 使用SVM的融合策略与单个模型相比,显著提高了预测能力.
- 这种方法提供了一种可靠的工具,通过准确的股票价格预测来改善财务决策.
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