scholarly journals A Novel Stock Index Intelligent Prediction Algorithm Based on Attention-Guided Deep Neural Network

2021 ◽  
Vol 2021 ◽  
pp. 1-12
Author(s):  
Yangzi Zhao
Keyword(s):  
Neural Network ◽  
Stock Market ◽  
Deep Neural Network ◽  
Short Term Memory ◽  
Stock Index ◽  
Prediction Algorithm ◽  
Short Term ◽  
Term Memory ◽  
Model Based

The stock market is affected by economic market, policy, and other factors, and its internal change law is extremely complex. With the rapid development of the stock market and the expansion of the scale of investors, the stock market has produced a large number of transaction data, which makes it more difficult to obtain valuable information. Because deep neural network is good at dealing with the prediction problems with large amount of data and complex nonlinear mapping relationship, this paper proposes an attention-guided deep neural network stock prediction algorithm. This paper synthesizes the daily stock social media text emotion index and stock technology index as the data source and applies them to the long-term and short-term memory neural network (LSTM) model to predict the stock market. The stock emotion index is extracted by constructing a social text classification emotion model of bidirectional long-term and short-term memory neural network (Bi-LSTM) based on attention mechanism and glove word vector representation algorithm. In addition, a dimensionality reduction model based on decision tree (DT) and principal component analysis (PCA) is constructed to reduce the dimensionality of stock technical indicators and extract the main data information. Furthermore, this paper proposes a model based on nasNet for pattern recognition. The recognition results can be used to automatically identify short-term K-line patterns, predict reliable trading signals, and help investors customize short-term high-efficiency investment strategies. The experimental results show that the prediction accuracy of the proposed algorithm can reach 98.6%, which has high application value.

scholarly journals Stock Market Prediction Using LSTM

2021 ◽  
pp. 123-128
Author(s):  
Ishwarappa Kalbandi ◽  
Ashutosh Jare ◽  
Om Kale ◽  
Himanshu Borole ◽  
Swapnil Navsare
Keyword(s):  
Neural Network ◽  
Stock Market ◽  
Stock Prices ◽  
Short Term Memory ◽  
Stock Index ◽  
Short Term ◽  
Neural Network Approach ◽  
Term Memory ◽  
Live Stock ◽  
Long Short Term Memory

This paper aims to develop an innovative neural network approach to achieve better stock market predictions. Data were obtained from the live stock market for real-time and off-line analysis and results of visualizations and analytics to demonstrate Internet of Multimedia of Things for stock analysis. To study the influence of market characteristics on stock prices, traditional neural network algorithms may incorrectly predict the stock market, since the initial weight of the random selection problem can be easily prone to incorrect predictions. Based on the development of word vector in deep learning, we demonstrate the concept of “stock vector.” The input is no longer a single index or single stock index, but multi-stock high-dimensional historical data. We propose the deep long short-term memory neural network (LSTM) with embedded layer and the long short-term memory neural network with automatic encoder to predict the stock market. In these two models, we use the embedded layer and the automatic encoder, respectively, to vectorize the data, in a bid to forecast the stock via long short-term memory neural network. The experimental results show that the deep LSTM with embedded layer is better.

scholarly journals Long Short Term Memory Recurrent Network for Standard and Poor’s 500 Index Modelling

2018 ◽  
Vol 7 (4.15) ◽  
pp. 25 ◽  
Author(s):  
Said Jadid Abdulkadir ◽  
Hitham Alhussian ◽  
Muhammad Nazmi ◽  
Asim A Elsheikh
Keyword(s):  
Neural Network ◽  
Time Series ◽  
Recurrent Neural Network ◽  
Time Series Data ◽  
Short Term Memory ◽  
Series Data ◽  
Short Term ◽  
Term Memory ◽  
Long Short Term Memory

Forecasting time-series data are imperative especially when planning is required through modelling using uncertain knowledge of future events. Recurrent neural network models have been applied in the industry and outperform standard artificial neural networks in forecasting, but fail in long term time-series forecasting due to the vanishing gradient problem. This study offers a robust solution that can be implemented for long-term forecasting using a special architecture of recurrent neural network known as Long Short Term Memory (LSTM) model to overcome the vanishing gradient problem. LSTM is specially designed to avoid the long-term dependency problem as their default behavior. Empirical analysis is performed using quantitative forecasting metrics and comparative model performance on the forecasted outputs. An evaluation analysis is performed to validate that the LSTM model provides better forecasted outputs on Standard & Poor’s 500 Index (S&P 500) in terms of error metrics as compared to other forecasting models.  

scholarly journals Fault diagnosis of high power grid wind turbine based on particle swarm optimization BP neural network during COVID-19 epidemic period

2020 ◽  
Vol 39 (6) ◽  
pp. 9027-9035
Author(s):  
Xi Chen
Keyword(s):  
Neural Network ◽  
Fault Diagnosis ◽  
Wind Turbine ◽  
Bp Neural Network ◽  
Short Term Memory ◽  
Rolling Bearing ◽  
Short Term ◽  
Swarm Optimization ◽  
Term Memory

During the COVID-19 pandemic, the maintenance of the wind turbine is unable to be processed due to the problem of personnel. This paper presents two neural network models: BP neural network and LSTM neural network combined with Particle Swarm Optimization (PSO) algorithm to realize obstacle maintenance detection for wind turbine. Aiming at the problem of gradient vanishing existing in the traditional regression neural network, a fault diagnosis model of wind turbine rolling bearing is proposed by using long-term and short-term memory neural network. Through the analysis of an example, it is verified that the diagnosis results of this method are consistent with the actual fault diagnosis results of wind turbine rolling bearing and the diagnosis accuracy is high. The results show that the proposed method can effectively diagnose the rolling bearing of wind turbine, and the long-term and short-term memory neural network still has good fault diagnosis performance when the difference of fault characteristics is not obvious, which shows the feasibility and effectiveness of the method.

scholarly journals Separating overlapping bat calls with a bi-directional long short-term memory network

2019 ◽  
Author(s):  
Kangkang Zhang ◽  
Tong Liu ◽  
Shengjing Song ◽  
Xin Zhao ◽  
Shijun Sun ◽  
...  
Keyword(s):  
Neural Network ◽  
Clustering Analysis ◽  
Deep Neural Network ◽  
Short Term Memory ◽  
Short Term ◽  
Term Memory ◽  
Echolocation Calls ◽  
Significant Difference ◽  
Long Short Term Memory ◽  
Sound Data

AbstractAcquiring clear and usable audio recordings is critical for acoustic analysis of animal vocalizations. Bioacoustics studies commonly face the problem of overlapping signals, but the issue is often ignored, as there is currently no satisfactory solution. This study presents a bi-directional long short-term memory (BLSTM) network to separate overlapping bat calls and reconstruct waveform audio sounds. The separation quality was evaluated using seven temporal-spectrum parameters. The applicability of this method for bat calls was assessed using six different species. In addition, clustering analysis was conducted with separated echolocation calls from each population. Results showed that all syllables in the overlapping calls were separated with high robustness across species. A comparison between the seven temporal-spectrum parameters showed no significant difference and negligible deviation between the extracted and original calls, indicating high separation quality. Clustering analysis of the separated echolocation calls also produced an accuracy of 93.8%, suggesting the reconstructed waveform sounds could be reliably used. These results suggest the proposed technique is a convenient and automated approach for separating overlapping calls using a BLSTM network. This powerful deep neural network approach has the potential to solve complex problems in bioacoustics.Author summaryIn recent years, the development of recording techniques and devices in animal acoustic experiment and population monitoring has led to a sharp increase in the volume of sound data. However, the collected sound would be overlapped because of the existence of multiple individuals, which laid restrictions on taking full advantage of experiment data. Besides, more convenient and automatic methods are needed to cope with the large datasets in animal acoustics. The echolocation calls and communication calls of bats are variable and often overlapped with each other both in the recordings from field and laboratory, which provides an excellent template for research on animal sound separation. Here, we firstly solved the problem of overlapping calls in bats successfully based on deep neural network. We built a network to separate the overlapping calls of six bat species. All the syllables in overlapping calls were separated and we found no significant difference between the separated syllables with non-overlapping syllables. We also demonstrated an instance of applying our method on species classification. Our study provides a useful and efficient model for sound data processing in acoustic research and the proposed method has the potential to be generalized to other animal species.

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