CN108022016A - A kind of Prediction of Stock Price method and system based on artificial intelligence - Google Patents
A kind of Prediction of Stock Price method and system based on artificial intelligence Download PDFInfo
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- CN108022016A CN108022016A CN201711294176.2A CN201711294176A CN108022016A CN 108022016 A CN108022016 A CN 108022016A CN 201711294176 A CN201711294176 A CN 201711294176A CN 108022016 A CN108022016 A CN 108022016A
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Abstract
Description
Claims (10)
- A kind of 1. Prediction of Stock Price method based on artificial intelligence, it is characterised in that including step:Obtain the stock price feature and stock news feature of the day of trade in preset time;The stock price feature and stock news feature input bidirectional circulating neural network model are trained;The composite character vector input multi-layer perception (MLP) of bidirectional circulating neural network model output is subjected to classification based training;The stock price of next day of trade is predicted according to the output of the multi-layer perception (MLP).
- 2. a kind of Prediction of Stock Price method based on artificial intelligence according to claim 1, it is characterised in that described to obtain The step of stock price feature for taking the day of trade in preset time, specifically includes:Obtain the price series of stock price day of trade in preset time:p1, p2..., pt;Calculate amount of increase and amount of decrease r of the stock price i-th of day of tradeiFor:<mrow> <msub> <mi>r</mi> <mi>i</mi> </msub> <mo>=</mo> <mfrac> <mrow> <msub> <mi>p</mi> <mi>i</mi> </msub> <mo>-</mo> <msub> <mi>p</mi> <mrow> <mi>i</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> </mrow> <msub> <mi>p</mi> <mrow> <mi>i</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> </mfrac> <mo>;</mo> </mrow>The amount of increase and amount of decrease sequence of the day of trade in preset time is obtained according to result of calculation:r1, r2..., rt。
- 3. a kind of Prediction of Stock Price method based on artificial intelligence according to claim 2, it is characterised in that described to obtain The step of stock news feature for taking the day of trade in preset time, specifically includes:Obtain the news sequence of the day of trade in preset time:<mrow> <mover> <msub> <mi>D</mi> <mn>1</mn> </msub> <mo>&RightArrow;</mo> </mover> <mo>,</mo> <mover> <msub> <mi>D</mi> <mn>2</mn> </msub> <mo>&RightArrow;</mo> </mover> <mo>,</mo> <mo>...</mo> <mo>,</mo> <mover> <msub> <mi>D</mi> <mi>t</mi> </msub> <mo>&RightArrow;</mo> </mover> <mo>;</mo> </mrow>It is l that every news is divided into lengthtWord sequence:<mrow> <msub> <mi>w</mi> <mn>1</mn> </msub> <mo>,</mo> <msub> <mi>w</mi> <mn>2</mn> </msub> <mo>,</mo> <mo>...</mo> <mo>,</mo> <msub> <mi>w</mi> <msub> <mi>l</mi> <mi>t</mi> </msub> </msub> <mo>;</mo> </mrow>Judge the news whether be the day of trade on the day of news, if so, then obtaining the news using Word2Vec and GloVe Each lexical item term vector feature;Otherwise, the document vector characteristics of the news are obtained using fastText.
- 4. a kind of Prediction of Stock Price method based on artificial intelligence according to claim 1, it is characterised in that described to incite somebody to action The step of stock price feature and stock news feature input bidirectional circulating neural network model are trained is specific Including:Positive RNN and reverse RNN are combined to form into bidirectional circulating neural network model;The stock price feature and the stock news feature are inputted into the bidirectional circulating neural network model;Using the positive output of the bidirectional circulating neural network model with reversely output splicing as the neural network model Output.
- 5. a kind of Prediction of Stock Price method based on artificial intelligence according to claim 1, it is characterised in that described The step of predicting the stock price of next day of trade according to the output of the multi-layer perception (MLP) specifically includes:The probability for going up and dropping in next day of trade using Softmax calculating stocks;Using the result of maximum probability as prediction result.
- A kind of 6. Prediction of Stock Price system based on artificial intelligence, it is characterised in that including:Characteristic module, for obtaining the stock price feature and stock news feature of the day of trade in preset time;First training module, for the stock price feature and the stock news feature to be inputted bidirectional circulating neutral net Model is trained;Second training module, for the composite character vector input Multilayer Perception for exporting the bidirectional circulating neural network model Machine carries out classification based training;Prediction module, for predicting the stock price of next day of trade according to the output of the multi-layer perception (MLP).
- A kind of 7. Prediction of Stock Price system based on artificial intelligence according to claim 6, it is characterised in that the spy Sign module specifically includes:First acquisition unit, the price series for day of trade that obtains stock price in preset time:p1, p2..., pt;First computing unit, for calculating amount of increase and amount of decrease r of the stock price i-th of day of tradeiFor:<mrow> <msub> <mi>r</mi> <mi>i</mi> </msub> <mo>=</mo> <mfrac> <mrow> <msub> <mi>p</mi> <mi>i</mi> </msub> <mo>-</mo> <msub> <mi>p</mi> <mrow> <mi>i</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> </mrow> <msub> <mi>p</mi> <mrow> <mi>i</mi> <mo>-</mo> <mn>1</mn> </mrow> </msub> </mfrac> <mo>;</mo> </mrow>Price feature unit, for obtaining the amount of increase and amount of decrease sequence of the day of trade in preset time according to result of calculation:r1, r2..., rt。
- A kind of 8. Prediction of Stock Price system based on artificial intelligence according to claim 7, it is characterised in that the spy Sign module specifically further includes:Second acquisition unit, for obtaining the news sequence of the day of trade in preset time:<mrow> <mover> <msub> <mi>D</mi> <mn>1</mn> </msub> <mo>&RightArrow;</mo> </mover> <mo>,</mo> <mover> <msub> <mi>D</mi> <mn>2</mn> </msub> <mo>&RightArrow;</mo> </mover> <mo>,</mo> <mo>...</mo> <mo>,</mo> <mover> <msub> <mi>D</mi> <mi>t</mi> </msub> <mo>&RightArrow;</mo> </mover> <mo>;</mo> </mrow>Division unit, is l for every news to be divided into lengthtWord sequence:<mrow> <msub> <mi>w</mi> <mn>1</mn> </msub> <mo>,</mo> <msub> <mi>w</mi> <mn>2</mn> </msub> <mo>,</mo> <mo>...</mo> <mo>,</mo> <msub> <mi>w</mi> <msub> <mi>l</mi> <mi>t</mi> </msub> </msub> <mo>;</mo> </mrow>Judging unit, for judge the news whether be the day of trade on the day of news, if so, then using Word2Vec with GloVe obtains the term vector feature of each lexical item of the news;Otherwise, obtained using fastText the document of the news to Measure feature.
- 9. a kind of Prediction of Stock Price system based on artificial intelligence according to claim 6, it is characterised in that described One training module specifically includes:Combining unit, for positive RNN and reverse RNN to be combined to form bidirectional circulating neural network model;Input unit, for the stock price feature and the stock news feature to be inputted the bidirectional circulating neutral net Model;Output unit, for the positive output of the bidirectional circulating neural network model to be exported splicing as the god with reverse Output through network model.
- 10. a kind of Prediction of Stock Price system based on artificial intelligence according to claim 6, it is characterised in that described Prediction module specifically includes:Second computing unit, for the probability for going up and dropping in next day of trade using Softmax calculating stocks;Prediction of result unit, for using the result of maximum probability as prediction result.
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Cited By (9)
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CN108647828A (en) * | 2018-05-15 | 2018-10-12 | 中山大学 | A kind of Prediction of Stock Index method of combination news corpus and stock market's transaction data |
CN108694476A (en) * | 2018-06-29 | 2018-10-23 | 山东财经大学 | A kind of convolutional neural networks Stock Price Fluctuation prediction technique of combination financial and economic news |
CN108876604A (en) * | 2018-05-25 | 2018-11-23 | 平安科技(深圳)有限公司 | Stock market's Risk Forecast Method, device, computer equipment and storage medium |
CN109816442A (en) * | 2019-01-16 | 2019-05-28 | 四川驹马科技有限公司 | A kind of various dimensions freight charges prediction technique and its system based on feature tag |
CN110363568A (en) * | 2019-06-06 | 2019-10-22 | 上海交通大学 | Prediction of Stock Price method, system and the medium of the multi-threaded information of fusing text |
CN111222051A (en) * | 2020-01-16 | 2020-06-02 | 深圳市华海同创科技有限公司 | Training method and device of trend prediction model |
CN111685748A (en) * | 2020-06-15 | 2020-09-22 | 广州视源电子科技股份有限公司 | Quantile-based blood pressure early warning method, quantile-based blood pressure early warning device, quantile-based blood pressure early warning equipment and storage medium |
CN112784580A (en) * | 2021-01-25 | 2021-05-11 | 中国工商银行股份有限公司 | Financial data analysis method and device based on event extraction |
CN113781219A (en) * | 2021-09-06 | 2021-12-10 | 上海卡方信息科技有限公司 | Real-time algorithm trading system and method in stock trading process |
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Cited By (11)
Publication number | Priority date | Publication date | Assignee | Title |
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CN108647828A (en) * | 2018-05-15 | 2018-10-12 | 中山大学 | A kind of Prediction of Stock Index method of combination news corpus and stock market's transaction data |
CN108876604A (en) * | 2018-05-25 | 2018-11-23 | 平安科技(深圳)有限公司 | Stock market's Risk Forecast Method, device, computer equipment and storage medium |
WO2019223133A1 (en) * | 2018-05-25 | 2019-11-28 | 平安科技(深圳)有限公司 | Method for forecasting stock market risk, device, computer apparatus, and storage medium |
CN108694476A (en) * | 2018-06-29 | 2018-10-23 | 山东财经大学 | A kind of convolutional neural networks Stock Price Fluctuation prediction technique of combination financial and economic news |
CN109816442A (en) * | 2019-01-16 | 2019-05-28 | 四川驹马科技有限公司 | A kind of various dimensions freight charges prediction technique and its system based on feature tag |
CN110363568A (en) * | 2019-06-06 | 2019-10-22 | 上海交通大学 | Prediction of Stock Price method, system and the medium of the multi-threaded information of fusing text |
CN111222051A (en) * | 2020-01-16 | 2020-06-02 | 深圳市华海同创科技有限公司 | Training method and device of trend prediction model |
CN111222051B (en) * | 2020-01-16 | 2023-09-12 | 深圳市华海同创科技有限公司 | Training method and device for trend prediction model |
CN111685748A (en) * | 2020-06-15 | 2020-09-22 | 广州视源电子科技股份有限公司 | Quantile-based blood pressure early warning method, quantile-based blood pressure early warning device, quantile-based blood pressure early warning equipment and storage medium |
CN112784580A (en) * | 2021-01-25 | 2021-05-11 | 中国工商银行股份有限公司 | Financial data analysis method and device based on event extraction |
CN113781219A (en) * | 2021-09-06 | 2021-12-10 | 上海卡方信息科技有限公司 | Real-time algorithm trading system and method in stock trading process |
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