利用深度学习和线性回归预测医疗保健共同基金的表现

IF 2.1 Q2 BUSINESS, FINANCE International Journal of Financial Studies Pub Date : 2024-02-29 DOI:10.3390/ijfs12010023
Anuwat Boonprasope, Korrakot Yaibuathet Tippayawong
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引用次数: 0

摘要

继 COVID-19 大流行之后,医疗保健行业在市场波动中已成为一个有弹性且有利可图的领域。因此,投资医疗保健证券,特别是通过共同基金进行投资,已经获得了越来越多的关注。现有的医疗保健证券未来价格预测研究主要依赖于历史交易数据,从而限制了预测的准确性和范围。本研究旨在通过整合跨越经济、行业和公司特定领域的十二种外部因素来增强预测模型,从而克服这些限制。研究采用了长短期记忆(LSTM)和多元线性回归(MLR)技术,评估了这种多元方法的有效性。结果表明,将历史数据之外的各种影响因素纳入其中可显著提高价格预测的准确性。此外,将 LSTM 与这一综合数据集结合使用,可获得与仅从历史数据获得的预测结果相当的预测结果。因此,本研究强调了利用各种外部因素更稳健地预测医疗保健行业共同基金价格的潜力。
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Predicting Healthcare Mutual Fund Performance Using Deep Learning and Linear Regression
Following the COVID-19 pandemic, the healthcare sector has emerged as a resilient and profitable domain amidst market fluctuations. Consequently, investing in healthcare securities, particularly through mutual funds, has gained traction. Existing research on predicting future prices of healthcare securities has been predominantly reliant on historical trading data, limiting predictive accuracy and scope. This study aims to overcome these constraints by integrating a diverse set of twelve external factors spanning economic, industrial, and company-specific domains to enhance predictive models. Employing Long Short-Term Memory (LSTM) and Multiple Linear Regression (MLR) techniques, the study evaluates the effectiveness of this multifaceted approach. Results indicate that incorporating various influencing factors beyond historical data significantly improves price prediction accuracy. Moreover, the utilization of LSTM alongside this comprehensive dataset yields comparable predictive outcomes to those obtained solely from historical data. Thus, this study highlights the potential of leveraging diverse external factors for more robust forecasting of mutual fund prices within the healthcare sector.
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来源期刊
CiteScore
3.70
自引率
8.70%
发文量
100
审稿时长
11 weeks
期刊最新文献
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