Algorithm Research & Explore
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App. Res. of Comp. Printed Article
Vol. 37, 2020 No. 3
662-666

Research of stock price prediction based on DMD-LSTM model

Shi Jiannan1
Zou Junzhong1
Zhang Jian1
Wang Chunmei2
Wei Zuochen1
1. College of Information Science & Engineering, East China University of Science & Technology, Shanghai 200237, China
2. College of Information Mechanical & Electrical Engineering, Shanghai Normal University, Shanghai 200234, China
DOI: 10.19734/j.issn.1001-3695.2018.08.0657

Abstract

Aiming at the problems of low prediction accuracy and feature extraction difficulty in complicated stock market, this paper proposed a stock price prediction method based on dynamic mode decomposition and long short-term memory neural network(DMD-LSTM). Firstly, it used the DMD algorithm to decompose the industry specific stock in the background of plate linkage phenomenon, and extracted the mode feature which included stock trend information. Then, it built the LSTM network to establish the relations between stock price and the feature of mode and basic index in different market conditions. The experimental results on Angang Steel(SH000898) show that, the proposed method has the higher forecasting precision compared with the traditional ways in specific condition, which can characterize the trend of stock price changes better.

Foundation Support

国家自然科学基金资助项目(61071085)

Publish Information

DOI: 10.19734/j.issn.1001-3695.2018.08.0657
Publish at: Application Research of Computers Printed Article, Vol. 37, 2020 No. 3
Section: Algorithm Research & Explore
Pages: 662-666
Serial Number: 1001-3695(2020)03-005-0662-05

Publish History

[2020-03-05] Printed Article

Cite This Article

史建楠, 邹俊忠, 张见, 等. 基于DMD-LSTM模型的股票价格时间序列预测研究 [J]. 计算机应用研究, 2020, 37 (3): 662-666. (Shi Jiannan, Zou Junzhong, Zhang Jian, et al. Research of stock price prediction based on DMD-LSTM model [J]. Application Research of Computers, 2020, 37 (3): 662-666. )

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  • Application Research of Computers Monthly Journal
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Application Research of Computers, founded in 1984, is an academic journal of computing technology sponsored by Sichuan Institute of Computer Sciences under the Science and Technology Department of Sichuan Province.

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