A graph‐based convolutional neural network stock price prediction with leading indicators

2020 ◽  
Author(s):  
Jimmy Ming‐Tai Wu ◽  
Zhongcui Li ◽  
Gautam Srivastava ◽  
Meng‐Hsiun Tasi ◽  
Jerry Chun‐Wei Lin
Keyword(s):  
Neural Network ◽  
Convolutional Neural Network ◽  
Stock Price ◽  
Leading Indicators ◽  
Stock Price Prediction ◽  
Price Prediction

scholarly journals A graph-based CNN-LSTM stock price prediction algorithm with leading indicators

2021 ◽  
Author(s):  
Jimmy Ming-Tai Wu ◽  
Zhongcui Li ◽  
Norbert Herencsar ◽  
Bay Vo ◽  
Jerry Chun-Wei Lin
Keyword(s):  
Neural Network ◽  
Stock Market ◽  
Financial Management ◽  
Stock Price ◽  
Short Term Memory ◽  
Prediction Algorithm ◽  
Leading Indicators ◽  
Stock Price Prediction ◽  
Price Prediction ◽  
Wealth Management

AbstractIn today’s society, investment wealth management has become a mainstream of the contemporary era. Investment wealth management refers to the use of funds by investors to arrange funds reasonably, for example, savings, bank financial products, bonds, stocks, commodity spots, real estate, gold, art, and many others. Wealth management tools manage and assign families, individuals, enterprises, and institutions to achieve the purpose of increasing and maintaining value to accelerate asset growth. Among them, in investment and financial management, people’s favorite product of investment often stocks, because the stock market has great advantages and charm, especially compared with other investment methods. More and more scholars have developed methods of prediction from multiple angles for the stock market. According to the feature of financial time series and the task of price prediction, this article proposes a new framework structure to achieve a more accurate prediction of the stock price, which combines Convolution Neural Network (CNN) and Long–Short-Term Memory Neural Network (LSTM). This new method is aptly named stock sequence array convolutional LSTM (SACLSTM). It constructs a sequence array of historical data and its leading indicators (options and futures), and uses the array as the input image of the CNN framework, and extracts certain feature vectors through the convolutional layer and the layer of pooling, and as the input vector of LSTM, and takes ten stocks in U.S.A and Taiwan as the experimental data. Compared with previous methods, the prediction performance of the proposed algorithm in this article leads to better results when compared directly.

Application of GMDH-type neural network to stock price prediction of Iran's auto industry

2016 ◽  
Vol 2 (4) ◽  
pp. 359
Author(s):  
Aein Ghorbani Ghashghaeinejad ◽  
Masoumeh Bashiri ◽  
Hamidreza Salehi ◽  
Vahab Bashiri
Keyword(s):  
Neural Network ◽  
Stock Price ◽  
Auto Industry ◽  
Stock Price Prediction ◽  
Price Prediction

Forecasting Stock Price Based on Back Propagation Neural Network

2014 ◽  
Vol 1006-1007 ◽  
pp. 1031-1034
Author(s):  
Li Zhang ◽  
Qing Yang Xu ◽  
Chao Chen ◽  
Zeng Jun Bao
Keyword(s):  
Neural Network ◽  
Stock Price ◽  
Back Propagation ◽  
Back Propagation Neural Network ◽  
Training Method ◽  
Price Forecast ◽  
Stock Price Prediction ◽  
Price Prediction ◽  
Hidden Layer ◽  
And Training

The stock market is a nonlinear dynamics system with enormous information, which is difficult to predict effectively by traditional methods. The model of stock price forecast based on BP Neutral-Network is put forward in this article. The paper try to find the way how to predictive the stock price. Exhaustive method is used for the hidden layer neurons and training method determination. Finally the experiment results show that the algorithm get better performance in stock price prediction.

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