scholarly journals Research on the Prediction Method of Stock Price Based on RBF Neural Network Optimization Algorithm

2021 ◽  
Vol 235 ◽  
pp. 03088
Author(s):  
Hongzheng Li ◽  
Shaohang Huang
Keyword(s):  
Neural Network ◽  
Stock Market ◽  
Optimization Algorithm ◽  
Financial Management ◽  
Stock Price ◽  
Prediction Accuracy ◽  
Clustering Algorithm ◽  
Rbf Neural Network ◽  
Future Trend ◽  
Stock Prediction

With the development of social economy, people pay more and more attention to investment and financial management. However, due to the strong volatility of the stock market, it is difficult to accurately predict the future trend of stock and the investment risk is very high. This paper proposes an optimization algorithm based on RBF neural network to predict the stock price. On the basis of RBF neural network, K-means clustering algorithm is introduced to optimize the network parameters, improve the training speed and prediction accuracy of the algorithm, and set corresponding evaluation indexes to evaluate the performance of the algorithm. The method proposed in this paper is applied to the stock prediction of stock market, and the closing price of several stocks in a period of time is predicted. The experimental results show that the method proposed in this paper has better prediction accuracy than other methods, and it is practical in the field of stock 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.

Maximal Overlap Discrete Wavelet Transform, Graph Theory And Backpropagation Neural Network In Stock Market Forecasting

2018 ◽  
Vol 5 (1) ◽  
pp. 41-46
Author(s):  
Rosalina Rosalina ◽  
Hendra Jayanto
Keyword(s):  
Neural Network ◽  
Graph Theory ◽  
Wavelet Transform ◽  
Stock Market ◽  
Discrete Wavelet Transform ◽  
Stock Price ◽  
Moving Average ◽  
Discrete Wavelet ◽  
Stock Market Forecasting ◽  
Artificial Neural

The aim of this paper is to get high accuracy of stock market forecasting in order to produce signals that will affect the decision making in the trading itself. Several experiments by using different methodologies have been performed to answer the stock market forecasting issues. A traditional linear model, like autoregressive integrated moving average (ARIMA) has been used, but the result is not satisfactory because it is not suitable for model financial series. Yet experts are likely observed another approach by using artificial neural networks. Artificial neural network (ANN) are found to be more effective in realizing the input-output mapping and could estimate any continuous function which given an arbitrarily desired accuracy. In details, in this paper will use maximal overlap discrete wavelet transform (MODWT) and graph theory to distinguish and determine between low and high frequencies, which in this case acted as fundamental and technical prediction of stock market trading. After processed dataset is formed, then we will advance to the next level of the training process to generate the final result that is the buy or sell signals given from information whether the stock price will go up or down.

scholarly journals Volatility Degree Forecasting of Stock Market by Stochastic Time Strength Neural Network

2013 ◽  
Vol 2013 ◽  
pp. 1-11 ◽  
Author(s):  
Haiyan Mo ◽  
Jun Wang
Keyword(s):  
Neural Network ◽  
Stock Market ◽  
Stock Price ◽  
Strength Function ◽  
Global Market ◽  
Chinese Stock Market ◽  
Backpropagation Neural Network ◽  
Time Strength ◽  
Market Indexes ◽  
Stochastic Time

In view of the applications of artificial neural networks in economic and financial forecasting, a stochastic time strength function is introduced in the backpropagation neural network model to predict the fluctuations of stock price changes. In this model, stochastic time strength function gives a weight for each historical datum and makes the model have the effect of random movement, and then we investigate and forecast the behavior of volatility degrees of returns for the Chinese stock market indexes and some global market indexes. The empirical research is performed in testing the prediction effect of SSE, SZSE, HSI, DJIA, IXIC, and S&P 500 with different selected volatility degrees in the established model.

scholarly journals Hybrid prediction method of ECG signals based on VMD, PSR, and RBF neural network

2020 ◽  
Author(s):  
Fuying Huang ◽  
Tuanfa Qin ◽  
Limei Wang ◽  
Haibin Wan
Keyword(s):  
Neural Network ◽  
Phase Space ◽  
Delay Time ◽  
Prediction Accuracy ◽  
Rbf Neural Network ◽  
Prediction Method ◽  
Prediction Methods ◽  
Embedding Dimension ◽  
Ecg Signals ◽  
Ecg Data

Abstract Background: It is significant for doctors and body area networks (BANs) to predict ECG signals accurately. At present, the prediction accuracy of many existing ECG prediction methods is generally low. In order to improve the prediction accuracy of ECG signals in BANs, a hybrid prediction method of ECG signals is proposed in this paper. Methods: The proposed prediction method combines variational mode decomposition (VMD), phase space reconstruction (PSR), and a radial basis function (RBF) neural network. First, the embedding dimension and delay time of PSR are calculated according to the trained set of ECG data. Second, the ECG data are decomposed into several intrinsic mode functions (IMFs). Third, the phase space of each IMF is reconstructed according to the embedding dimension and the delay time. Fourth, an RBF neural network is established and each IMF is predicted by the network. Finally, the prediction results of all IMFs are added to realize the final prediction result. Results: To evaluate the prediction performance of the proposed method, simulation experiments are carried out on ECG data from the MIT-BIH Arrhythmia Database. The experimental results show that the prediction index RMSE (root mean square error) of the proposed method is only 10-3 magnitude and that of some traditional prediction methods is 10-2 magnitude.Conclusions: Compared with some traditional prediction methods, the proposed method improves the prediction accuracy of ECG signals obviously.

scholarly journals Predicting Stock Market Prices using Fine-Tuned IndRNN

2020 ◽  
Vol 9 (7) ◽  
pp. 309-315
Keyword(s):  
Neural Network ◽  
Stock Market ◽  
Stock Price ◽  
Linear Models ◽  
Time Series Data ◽  
Short Term Memory ◽  
Moving Average ◽  
Activation Function ◽  
Series Data ◽  
Current Time

Prediction and analysis of stock market data have a vital role in current time’s economy. The various methods used for the prediction can be classified into 1) Linear Algorithms like Moving Average (MA) and Auto-Regressive Integrated Moving Average (ARIMA). 2) Non-Linear Models like Artificial Neural Networks and Deep Learning. In this work, we are using the results of previous research papers to demonstrate the potential of some models like ARIMA, Multi-Layer Perception (MLP) ), Convolutional Neural Neural Network (CNN), Recurrent Neural Network (RNN), Gated Recurrent Unit (GRU), Long-Short Term Memory (LSTM) for forecasting the stock price of an organization based on its available historical data. Then, implementing some of these methods to check and compare their efficiency within the same issue. We used Independently RNN (IndRNN) to explore a better efficiency for stock prediction and we found that it gives better accuracy prevailing methods in the current time. We also proposed an enhancement to IndRNN by replacing its default activation function with a more effective function called Parametric Rectified Linear Unit (PreLU). Our proposed approach can be used as an alternative method for predicting time series data efficiently other than the typical approaches today

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