TY - GEN
T1 - A hybrid improved LSTM-CNN model for Chinese stock price trend prediction
AU - Xu, Xinyi
AU - Yang, Minggang
AU - Liu, Heng
AU - Zhang, Defu
N1 - Publisher Copyright:
© 2022 IEEE.
PY - 2022
Y1 - 2022
N2 - Predicting the trend of stock price is a challenging task and good evaluation models can bring huge profits. The classical linear prediction models are not suitable for the stock price trend prediction because the stock market is complex and dynamic. In order to accurately predict the trend of stock price, this paper proposes a hybrid and improved LSTM-CNN stock forecasting model and applied it to predicting the Chinese stock price trend. In addition, we further analyzed the correlation between Chinese stocks and network structure of Chinese stock market. The experimental results show that stocks which belongs to the same sectors influence each other in Chinese stock market, and the LSTM-CNN model has stable accuracy and low risk in the data sets, which shows it has stronger ability to predict stock price trend compared with RF, CNN, and LSTM model. These conclusions can guide investors to make reasonable decisions.
AB - Predicting the trend of stock price is a challenging task and good evaluation models can bring huge profits. The classical linear prediction models are not suitable for the stock price trend prediction because the stock market is complex and dynamic. In order to accurately predict the trend of stock price, this paper proposes a hybrid and improved LSTM-CNN stock forecasting model and applied it to predicting the Chinese stock price trend. In addition, we further analyzed the correlation between Chinese stocks and network structure of Chinese stock market. The experimental results show that stocks which belongs to the same sectors influence each other in Chinese stock market, and the LSTM-CNN model has stable accuracy and low risk in the data sets, which shows it has stronger ability to predict stock price trend compared with RF, CNN, and LSTM model. These conclusions can guide investors to make reasonable decisions.
KW - Chinese stock
KW - deep learning
KW - stock trend prediction
UR - http://www.scopus.com/inward/record.url?scp=85146419677&partnerID=8YFLogxK
U2 - 10.1109/ICCASIT55263.2022.9986705
DO - 10.1109/ICCASIT55263.2022.9986705
M3 - Conference contribution
AN - SCOPUS:85146419677
T3 - Proceedings of 2022 IEEE 4th International Conference on Civil Aviation Safety and Information Technology, ICCASIT 2022
SP - 76
EP - 83
BT - Proceedings of 2022 IEEE 4th International Conference on Civil Aviation Safety and Information Technology, ICCASIT 2022
A2 - Sun, Huabo
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 4th IEEE International Conference on Civil Aviation Safety and Information Technology, ICCASIT 2022
Y2 - 12 October 2022 through 14 October 2022
ER -