2LE-BO-DeepTrade:用于股票价格预测的综合深度学习框架
Zinnet Duygu Akşehir1, Erdal Kılıç1
1Department of Computer Engineering, Ondokuz Mayis University, Samsun, Turkey.
PeerJ. Computer science
|September 24, 2025
概括
本研究介绍了2LE-BO-DeepTrade,这是一个用于股票价格预测的深度学习框架. 它通过结合denoising,贝叶斯优化和一种新的交易方法,显著提高了准确性和交易策略回报率.
科学领域:
- * 计算金融学
- * 机器学习 * 机器学习
- * 财务预测 * 财务预测
背景情况:
- * 股票市场的预测是复杂的,因为固有的噪音和波动.
- *现有的深度学习模型往往在准确性和有效的交易策略集成方面扎.
- * 需要先进的信号处理和优化技术来实现强大的财务预测.
研究的目的:
- * 开发和评估一个集成的深度学习框架 (2LE-BO-DeepTrade) 以准确预测股票收盘价格.
- *通过结合先进的denoising,贝叶斯优化和深度学习模型 (LSTM,LSTM-BN,GRU) 来提高预测准确性.
- * 引入一种基于零碎线性表示 (PLR) 的新型交易策略,以最大限度地提高财务回报.
主要方法:
- * 应用二次局部指数组实证模式分解与立方支线 (2LE-ICEEMDAN) 信号消音.
- *贝叶斯优化 (BO) 调整深度学习模型 (LSTM,LSTM-BN,GRU) 的超参数.
- * 开发和实施基于零碎线性表示 (PLR) 的交易策略.
主要成果:
- *2LE-ICEEMDAN成功地消除了噪音,产生了干净的内在模式功能 (IMF).
- *贝叶斯优化确定了最佳模型和超参数,大大提高了预测准确度.
- * 2LE-BO-DeepTrade框架表现出优于ICE2DE-MDL的表现,RMSE减少了94.4%,MAE减少了93.6%,MAPE减少了37.4%,同时R2增加了1.1%.
- *基于PLR的交易策略在测试的股票中平均比被动投资高66倍的利.
结论:
- * 拟议的2LE-BO-DeepTrade框架在股票价格预测准确度方面取得了重大进展.
- * 集成的Denoising,优化的深度学习和专门的交易策略可以提高预测性表现和利能力.
- *这种方法为改善股票市场预测和交易结果提供了强大而有效的工具.
关键词:
2LE-ICEEMDAN 2LE-ICEEMDAN 2LE-ICEEMDAN 2LE-ICEEMDAN 2LE-ICEEMDAN 2LE-ICEEMDAN 2LE-ICEEMDAN 2LE-ICEEMDAN 2LE-ICEEMDAN 2LE-ICEEMDAN 2LE-ICEEMDAN 2LE-ICEEMDAN 2LE-ICEEMDAN 2LE-ICEEMDAN 2LE-ICEEMDAN 2LE-ICEEMDAN 2LE-ICEEMDAN 2LE-ICEEMDAN 2LE-ICEEMDAN 2LE-ICEEMDAN 2LE-ICEEMDAN 2LE-ICEEMDAN 2LE-ICEEMDAN 2LE-ICEEMDAN 2LE-ICEEMDAN 2LE-ICEEMDAN 2LE-ICEEMDAN 2LE-ICEEMDAN 2LE-ICEEMDAN 2LE-ICEEMDAN 2LE-ICEEM深度学习是一种深度学习.模式分解模式分解降低噪音 减少噪音股票价格预测 股票价格预测交易策略 交易策略 交易策略相关概念视频
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