斯里兰卡科伦坡证券交易所自适应证券市场投资组合管理与股价预测平台

Samudith Nanayakkara, A. Wanniarachchi, D. Vidanagama
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引用次数: 1

摘要

在过去的几年里,人们进行了各种各样的研究,以开发一个最佳的股票市场相关的投资组合管理平台,帮助投资者积极地进行投资组合管理过程。风险和投资者参与水平被认为是确定最佳投资组合管理的具有挑战性的方面之一。与投资组合管理一样,股票价格预测是帮助投资者做出中长期战略投资决策的关键因素之一。评估各种深度学习概念,以确定最准确的算法来实现基于股票价格的预测系统。目前,科伦坡证券交易所已经确定了迫切需要一个具有预测能力的投资组合管理系统,以支持本地和外国投资者积极参与不同国家不同证券交易所之间的交易活动。使用支持性研究论文、开发的类似应用程序和使用各种需求引出技术来确定功能需求、非功能需求、投资者需求、UI/UX考虑因素等,进行了一项关键研究。本文进一步描述了用于开发投资组合管理和股票价格预测系统的各种技术机制和系统架构。在此基础上,作者详细介绍了基于布朗运动算法的模型和长短期记忆模型的实现。最后,给出了完成的系统和股票价格预测模型的评估和测试结果,以证明完成的应用是成功的,所实现的模型是准确的。
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Adaptive Stock Market Portfolio Management and Stock Prices Prediction Platform for Colombo Stock Exchange of Sri Lanka
Over the past few years various studies have been conducted to develop an optimum stock market related portfolio management platform that will assists investors to actively perform the portfolio management process. Risk and level of investor participation is considered to be one of the challenging aspects identified for optimum portfolio management. Along with portfolio management, stock price prediction is one of the key contributing factors that helps an investor to arrive mid- and long-term strategic investment decisions. Various deep learning concepts are evaluated to determine the most accurate algorithm to implement the stock price-based prediction system. Currently Colombo Stock Exchange have identified a desperate requirement of a portfolio management system with prediction capabilities to support the local and foreign investors to actively engage in trading activities among different stock exchanges in different countries. A critical study has been conducted using supportive research papers, similar applications developed and using various requirement elicitation techniques to determine the functional requirements, non-functional requirements, investor requirements, UI/UX considerations etc. The paper further describes various technological mechanisms implemented and system architectures used to develop the portfolio management and stock price prediction system. Accordingly, the implementation of Brownian Motion algorithm-based model and LSTM (Long Short-Term Memory) model are in detailed presented by the author. Finally, evaluation and testing results of the completed system and stock price prediction models are presented to prove the successfulness of the completed application and accuracy of the models implemented.
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