1. A Stock Prediction Method Based on Heterogeneous Bidirectional LSTM
- Author
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Shuai Sang and Lu Li
- Subjects
LSTM ,BiLSTM ,stock price prediction ,Technology ,Engineering (General). Civil engineering (General) ,TA1-2040 ,Biology (General) ,QH301-705.5 ,Physics ,QC1-999 ,Chemistry ,QD1-999 - Abstract
LSTM (long short-term memory) networks have been proven effective in processing stock data. However, the stability of LSTM is poor, it is greatly affected by data fluctuations, and it is weak in capturing long-term dependencies in sequential data. BiLSTM (bidirectional LSTM) has alleviated this issue to some extent; however, due to the inefficiency of information transmission within the LSTM units themselves, the generalization performance and accuracy of BiLSTM is still not very satisfactory. To address this problem, this paper improves LSTM units on the basis of traditional BiLSTM and proposes a He-BiLSTM (heterogeneous bidirectional LSTM) with a corresponding backpropagation algorithm. The parameters in He-BiLSTM are updated using the Adam gradient descent method. Experimental results show that compared to BiLSTM, He-BiLSTM has further improved in terms of accuracy, robustness, and generalization performance.
- Published
- 2024
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