Research on Stock Price Prediction Based on Multi-Attribute Decision Making and Neural Network Model

2021 ◽  
Vol 10 (12) ◽  
pp. 4422-4432
Author(s):  
湜 张
Author(s):  
Jimmy Ming-Tai Wu ◽  
Zhongcui Li ◽  
Norbert Herencsar ◽  
Bay Vo ◽  
Jerry Chun-Wei Lin

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.


2009 ◽  
Vol 08 (03) ◽  
pp. 549-580 ◽  
Author(s):  
HAN-LIN LI ◽  
YU-CHIEN KO

A nation's competitiveness has become more and more important in forming government strategy and business decision making. This study proposes an optimization model, instead of regression model or neural network model, to induce rules for dynamic nations' competitiveness based on the Major Competitiveness Indicators of the World Competitiveness Yearbook. Fourteen attributes are used to form the dynamic rules expressed in "IF…THEN…" forms. According to the induced rules, the strategic implications are suggested for various groups of nations to improve or to sustain their competitiveness.


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