论文标题

短期股票市场预测的单变量和多元LSTM模型

Univariate and Multivariate LSTM Model for Short-Term Stock Market Prediction

论文作者

Kuber, Vishal, Yadav, Divakar, Yadav, Arun Kr

论文摘要

自长时间以来,设计强大而准确的预测模型一直是一个可行的研究领域。尽管有功能良好的市场预测者的支持者认为,很难准确预测市场价格,但许多学者不同意。强大而准确的预测系统不仅对企业有帮助,而且对个人进行财务投资有所帮助。本文提出了一种LSTM模型,采用两种不同的投入方法来预测两家印度公司,Reliance Industries和Infosys Ltd的短期股票价格。从Yahoo Finance网站上采集了十年的历史数据(2012-2021),以对拟议方法进行分析。在第一种方法中,两家选定公司的收盘价直接应用于单变量LSTM模型。对于方法,第二个技术指标值是根据收盘价计算的,然后集体应用于多元LSTM模型。评估了即将到来的日期的短期市场行为。实验结果使人们对确定未来趋势很有用,但是具有多元LSTM模型的技术指标可用于准确预测未来的价格行为。

Designing robust and accurate prediction models has been a viable research area since a long time. While proponents of a well-functioning market predictors believe that it is difficult to accurately predict market prices but many scholars disagree. Robust and accurate prediction systems will not only be helpful to the businesses but also to the individuals in making their financial investments. This paper presents an LSTM model with two different input approaches for predicting the short-term stock prices of two Indian companies, Reliance Industries and Infosys Ltd. Ten years of historic data (2012-2021) is taken from the yahoo finance website to carry out analysis of proposed approaches. In the first approach, closing prices of two selected companies are directly applied on univariate LSTM model. For the approach second, technical indicators values are calculated from the closing prices and then collectively applied on Multivariate LSTM model. Short term market behaviour for upcoming days is evaluated. Experimental outcomes revel that approach one is useful to determine the future trend but multivariate LSTM model with technical indicators found to be useful in accurately predicting the future price behaviours.

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