RLSTM: A New Framework of Stock Prediction by Using Random Noise for Overfitting Prevention

Computational intelligence and neuroscience

article

Hongying Zheng¹  Zhiqiang Zhou²  Jianyong Chen² 

[1]School of Software Engineering, Shenzhen Institute of Information Technology

[2]Guangdong Laboratory of Artificial Intelligence and Digital Economy (SZ), Shenzhen University

DOI  :  10.1155/2021/8865816

学科分类：物理（综合）

来源: Hindawi Publishing Corporation

【 摘 要 】

An accurate prediction of stock market index is important for investors to reduce financial risk. Although quite a number of deep learning methods have been developed for the stock prediction, some fundamental problems, such as weak generalization ability and overfitting in training, need to be solved. In this paper, a new deep learning model named Random Long Short-Term Memory (RLSTM) is proposed to get a better predicting result. RLSTM includes prediction module, prevention module, and three full connection layers. Input of the prediction module is a stock or an index which needs to be predicted. That of the prevention module is a random number series. With the index of Shanghai Securities Composite Index (SSEC) and Standard & Poor’s 500 (S&P500), simulations show that the proposed RLSTM can mitigate the overfitting and outperform others in accuracy of prediction.

【 授权许可】

CC BY