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典型文献
Prediction of Shanghai Stock Index Based on Investor Sentiment and CNN-LSTM Model
文献摘要:
In view of the breakthrough progress of the depth learning method in image and other fields,this paper attempts to introduce the depth learning method into stock price forecasting to provide investors with reasonable investment suggestions.This paper proposes a stock prediction hybrid model named ISI-CNN-LSTM considering investor sentiment based on the combination of long short-term memory(LSTM)and convolutional neural network(CNN).The model adopts an end-to-end network structure,using LSTM to extract the temporal features in the data and CNN to mine the deep features in the data can effectively improve the prediction ability of the model by increasing investor sentiment in the network structure.The empirical part makes a comparative experimental analysis based on Shanghai stock index in China.By comparing the experimental prediction results and evaluation indicators,it verifies the prediction effectiveness and feasibility of ISI-CNN-LSTM network model.
文献关键词:
作者姓名:
Yi SUN;Qingsong SUN;Shan ZHU
作者机构:
School of Finance,Anhui University of Finance&Economics,Bengbu 233030,China;Management College,Ocean University of China,Qingdao 266100,China;School of Business,Hong Kong Baptist University,Hong Kong 999077,China
引用格式:
[1]Yi SUN;Qingsong SUN;Shan ZHU-.Prediction of Shanghai Stock Index Based on Investor Sentiment and CNN-LSTM Model)[J].系统科学与信息学报(英文版),2022(06):620-632
A类:
Investor
B类:
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AB值:
0.572913
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