基于深度信念网络的金融趋势预测

Li Zhou, Jin Shen, Ting Zhang
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引用次数: 0

摘要

为了进一步加强对金融市场趋势的控制,提出了一种基于深度信念网络(DBN)的金融趋势预测模型,进一步提高了金融趋势的预测水平。其中,引入艾略特波浪理论,实现了对金融市场趋势的预测和分类。预测模型采用深度信念网络模型。实验结果表明,通过引入艾略特波浪理论,所设计的基于深度信念网络的金融趋势预测模型能够实现对金融趋势的准确预测,预测精度为67.5%,均方误差为0.413。与BP网络和MLP网络相比,深度信念网络在ER、MAE、RMSE和MSE四个评价指标上表现更好,更适合设计金融趋势预测模型。以上实验结果验证了本文提出的基于深度信念网络的金融趋势预测模型的可行性和优越性,具有一定的应用价值。
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Financial Trend Prediction Based on Deep Belief Network
In order to further strengthen the control of financial market trends, a financial trend prediction model based on deep belief network (DBN) is proposed to further improve the prediction level of financial trend. Among them, the prediction and classification of financial market trend is realized by introducing Elliott wave theory. The prediction model adopts deep belief network model. Experimental results show that by introducing the Elliott wave theory, the designed financial trend prediction model based on deep belief network can achieve the accurate prediction of financial trend, the prediction precision is 67.5%, and the corresponding mean square error is 0.413. Compared with BP network and MLP network, deep belief network shows better performance on four evaluation indicators, namely ER, MAE, RMSE and MSE, and is more suitable for the design of financial trend prediction model. The above experimental results verify the feasibility and superiority of the financial trend prediction model based on deep belief network proposed in this study, which has certain application value.
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