所属栏目:资本市场/投资组合与决策/2023/2023年第02期

A Correlational Strategy for the Prediction of High-Dimensional Stock Data by Neural Networks and Technical Indicators
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发布日期:2023年03月05日 上次修订日期:2023年03月05日

摘要

Stock market prediction provides the decision-making ability to the different stockholders for their investments. Recently, stock technical indicators (STI) emerged as a vital analysis tool for predicting high-dimensional stock data in various studies. However, the prediction performance and error rate still face limitations due to the lack of correlational analysis between STI and stock movement. This paper proposes a correlational strategy to overcome these challenges by analyzing the correlation of STI with stock movement using neural networks with the feature vector. This strategy adopts the Pearson coefficient to analyze STI and close index of stock data from 8 Chinese companies in the Hong Kong stock market. The results reveal the price prediction of BiLSTM outperformed the GRU and LSTM in various datasets and prior studies.
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JINGWEI HONG A Correlational Strategy for the Prediction of High-Dimensional Stock Data by Neural Networks and Technical Indicators (2023年03月05日) https://www.cfrn.com.cn/dzqk/detail/15090.html

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