A hybrid improved LSTM-CNN model for Chinese stock price trend prediction

Xinyi Xu*, Minggang Yang, Heng Liu, Defu Zhang*

*此作品的通讯作者

科研成果: 书/报告/会议事项章节会议稿件同行评审

2 引用 (Scopus)

摘要

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.

源语言英语
主期刊名Proceedings of 2022 IEEE 4th International Conference on Civil Aviation Safety and Information Technology, ICCASIT 2022
编辑Huabo Sun
出版商Institute of Electrical and Electronics Engineers Inc.
76-83
页数8
ISBN(电子版)9781665467667
DOI
出版状态已出版 - 2022
已对外发布
活动4th IEEE International Conference on Civil Aviation Safety and Information Technology, ICCASIT 2022 - Dali, 中国
期限: 12 10月 202214 10月 2022

出版系列

姓名Proceedings of 2022 IEEE 4th International Conference on Civil Aviation Safety and Information Technology, ICCASIT 2022

会议

会议4th IEEE International Conference on Civil Aviation Safety and Information Technology, ICCASIT 2022
国家/地区中国
Dali
时期12/10/2214/10/22

指纹

探究 'A hybrid improved LSTM-CNN model for Chinese stock price trend prediction' 的科研主题。它们共同构成独一无二的指纹。

引用此