Improved optimization model for forecasting stock directions (FSD)

نویسندگان

چکیده

The study of stock market price predictions is very important. Recurrent Neural Network (RNN) has shown excellent results with this issue. There are two significant problems using strategy. One that it constantly struggles extensive neural network construction efforts and hyper-parameter adjustments. Two, often fails to come up a superior answer. suggested model proposed optimize the topology hyper-parameters RNN model. utilized for effective forecasting directions in research. Additionally, Improved Differential Evolution (IDE) method used tune RNN's hyperparameters their best potential. Utilizing IDE helps achieving direction prediction possible. Stock Prediction (SP) changes been accurately predicted by being presented. A series tests on popular benchmark datasets (AAPL FB) revealed superiority over other strategies accuracy 99.02% loss close 0.1% training testing.

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Improved Optimization Process for Nonlinear Model Predictive Control of PMSM

Model-based predictive control (MPC) is one of the most efficient techniques that is widely used in industrial applications. In such controllers, increasing the prediction horizon results in better selection of the optimal control signal sequence. On the other hand, increasing the prediction horizon increase the computational time of the optimization process which make it impossible to be imple...

متن کامل

A Hybrid Least Square Support Vector Machine Model with Parameters Optimization for Stock Forecasting

This paper proposes an EMD-LSSVM (empirical mode decomposition least squares support vector machine) model to analyze the CSI 300 index. A WD-LSSVM (wavelet denoising least squares support machine) is also proposed as a benchmark to compare with the performance of EMD-LSSVM. Since parameters selection is vital to the performance of the model, different optimization methods are used, including s...

متن کامل

Performance Analysis of Hybrid Forecasting Model In Stock Market Forecasting

This paper presents performance analysis of hybrid model comprise of concordance and Genetic Programming (GP) to forecast financial market with some existing models. This scheme can be used for in depth analysis of stock market. Different measures of concordances such as Kendall’s Tau, Gini’s Mean Difference, Spearman’s Rho, and weak interpretation of concordance are used to search for the patt...

متن کامل

Stock Price Forecasting with an Hybrid Model

Prediction of market prices is an important and well-researched problem. While traditional techniques have yielded good results, rooms for improvement still exists, especially in the ability to explain sudden changes in behavior, as a response to shocks. Nonlinear systems have been successfully used to describe phase transitions in deterministic chaotic systems, so the combination of the expres...

متن کامل

Using Hidden Markov Model for Stock Day Trade Forecasting

Around the world, the Hidden Markov Models (HMM) are the most popular methods in the machine learning and statistics for modeling sequences, especially in speech recognition domain. According to the number of patent applications for speech recognition technology form 1988 to 1998, the trend shows that this method has become very mature. In this thesis, we will make a new use of the HMM and appl...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: Ekonomska Istrazivanja-economic Research

سال: 2023

ISSN: ['1848-9664', '1331-677X']

DOI: https://doi.org/10.1080/1331677x.2023.2223263