| 基于CNN和GRU的混合股指预测模型研究 |
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| 引用本文： | 党建武,从筱卿. 基于CNN和GRU的混合股指预测模型研究[J]. 计算机工程与应用, 2021, 57(16): 167-174. DOI: 10.3778/j.issn.1002-8331.2004-0236 |
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| 作者姓名： | 党建武 从筱卿 |
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| 作者单位： | 江西财经大学 软件与物联网工程学院,南昌 330013 |
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| 摘 要： | 针对股票数据共线性和非线性的特点,提出了一种基于卷积神经网络(Convolutional Neural Network,CNN)和门控循环单元(Gated Recurrent Unit,GRU)神经网络的混合预测模型,并对沪深300指数、上证综指和深证成指进行了预测.该模型首先采用CNN提取特征向量,对原始数据进行降维...
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| 关 键 词： | 股指预测 卷积神经网络(CNN) 门控循环单元神经网络 |
Research on Hybrid Stock Index Forecasting Model Based on CNN and GRU |
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| DANG Jianwu,CONG Xiaoqing. Research on Hybrid Stock Index Forecasting Model Based on CNN and GRU[J]. Computer Engineering and Applications, 2021, 57(16): 167-174. DOI: 10.3778/j.issn.1002-8331.2004-0236 |
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| Authors: | DANG Jianwu CONG Xiaoqing |
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| Affiliation: | School of Software and Internet of Things Engineering, Jiangxi University of Finance and Economics, Nanchang 330013, China |
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| Abstract: | Aiming at the collinear and nonlinear characteristics of stock data, a hybrid forecasting model based on Convolutional Neural Network（CNN） and Gated Recurrent Unit（GRU） neural network is proposed to predict CSI 300 Index, SSE Composite Index and SZSE Component Index. Firstly, this model uses CNN to extract feature vectors and reduce the dimension of original data. Then, it utilizes GRU neural network to learn the dynamic changes of features and predict the stock index. The simulation results show that compared with GRU neural network, Long Short-Term Memory（LSTM） neural network and CNN, this model can mine the information contained in historical data, effectively improve the accuracy of the stock index forecasting, and provide some reference value for the stock index trading. |
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| Keywords: | stock index forecasting Convolutional Neural Network（CNN） gated recurrent unit neural network |
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