Advances in Economics, Management and Political Sciences
- The Open Access Proceedings Series for Conferences
Proceedings of the 7th International Conference on Economic Management and Green Development
Series Vol. 40 , 10 November 2023
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Access | Article
Analysis and Time-series Forecasting of Corporate Stock Price
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Abstract
Fluctuations in the stock market represent the changes in the national economy objectively, stock price prediction predicts the future trend of stocks using the past data, which has been widely focused on. Some machine learning algorithms, such as linear fitting and sequence mining, are used to predict the stock market. However, linear fitting faces the problem of overfitting and black relationships with historical data, while sequence mining is short in efficiency and lacks dynamic adaptations. State-of-the-art methods using attention mechanism in neural networks have shown exceptional performance targeting sequential prediction and classification. In this paper, we propose a combined LSTM-CNN attention model to explore the role of attention mechanism in Long Short-Term Memory (LSTM) network-based stock price movement prediction. Experimental results show that our LSTM-CNN-attention model can provide an accurate prediction and reliable trial on the stock price prediction, and the attention mechanism significantly improves the model performance in the stock market.
Keywords
stock, time-series forecast, machine learning, attention mechanism
References
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Data Availability
The datasets used and/or analyzed during the current study will be available from the authors upon reasonable request.
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- Volume Title
- Proceedings of the 7th International Conference on Economic Management and Green Development
- ISBN (Print)
- 978-1-83558-101-8
- ISBN (Online)
- 978-1-83558-102-5
- Published Date
- 10 November 2023
- Series
- Advances in Economics, Management and Political Sciences
- ISSN (Print)
- 2754-1169
- ISSN (Online)
- 2754-1177
- DOI
- 10.54254/2754-1169/40/20231982
- Copyright
- 10 November 2023
- Open Access
- This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited