Application of ESN Prediction Model Based on Compressed Sensing in Stock Market

Author(s):  
Hao Zhang ◽  
Mingwen Zheng ◽  
Yanping Zhang ◽  
Xiao Yu ◽  
Wenchao Li ◽  
...  
2021 ◽  
Vol 2021 ◽  
pp. 1-12
Author(s):  
Daiyou Xiao

Investors make capital investment by buying stocks and expect to get a certain income from the stock market. When buying stocks, they need to draw up investment plans based on various information such as stock market historical transaction data and related news data of listed companies and collect and analyze these data. The data are relatively cumbersome and require a lot of time and effort. If you only rely on subjective analysis, the reference factors are often not comprehensive enough. At the same time, Internet social media, such as the speech in stock forums, also affect the judgment and behavior of investors, and investor sentiment will have a positive or negative effect on the stock market. This has an impact on the trend of stock prices. Therefore, this article proposes a stock market prediction model that uses data preprocessing technology based on past stock market transaction data to establish a stock market prediction model, and secondly, an image description generation model based on a generative confrontation network is designed. The model includes a generator and a discriminator. A time-varying preattention mechanism is proposed in the generator. This mechanism allows each image feature to pay attention to the image features of other stock markets to predict stock market trends so that the decoder can better understand the relational information in the image. The discriminator is based on the recurrent neural network and considers the degree of matching between the input sentence and the 4 reference sentences and the image features. Experiments show that the accuracy of the model is higher than that of the stock pretrend forecast model based on historical data, which proves the effectiveness of the data used in this paper in the stock price trend forecast.


Author(s):  
Karunesh Makker ◽  
Prince Patel ◽  
Hrishikesh Roy ◽  
Sonali Borse

Stock market is a very volatile in-deterministic system with vast number of factors influencing the direction of trend on varying scales and multiple layers. Efficient Market Hypothesis (EMH) states that the market is unbeatable. This makes predicting the uptrend or downtrend a very challenging task. This research aims to combine multiple existing techniques into a much more robust prediction model which can handle various scenarios in which investment can be beneficial. Existing techniques like sentiment analysis or neural network techniques can be too narrow in their approach and can lead to erroneous outcomes for varying scenarios. By combing both techniques, this prediction model can provide more accurate and flexible recommendations. Embedding Technical indicators will guide the investor to minimize the risk and reap better returns.


2014 ◽  
Vol 7 (1) ◽  
pp. 107
Author(s):  
Ilyes Elaissi ◽  
Okba Taouali ◽  
Messaoud Hassani

2011 ◽  
Vol 34 (6) ◽  
pp. 1148-1154 ◽  
Author(s):  
Hui-Yan JIANG ◽  
Mao ZONG ◽  
Xiang-Ying LIU

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