Research on Shanghai Stock Exchange 50 Index Forecast Based on Deep Learning. (30th March 2022)

• Record Type: Journal Article
• Authors: Ding, Yiling; Sun, Ning; Xu, Jiahao; Li, Pengyan; Wu, Jiaxin; Tang, Sai
• Other Names: Jan Naeem Academic Editor.
• Is Part Of: Mathematical problems in engineering. Volume 2022(2022)
• Publication Date: 2022-03-30
• Subjects: Engineering mathematics -- Periodicals; 510.2462
• DOI: 10.1155/2022/1367920
• Languages: English
• ISSNs: 1024-123X

Abstract

Abstract : After decades of advance development, China's stock market has gradually arisen into one of the world's most important capital markets. The stock price index can well reflect the health status and macro change trend of a country's economic development, which can be said to be a barometer of the country's economic development. Studying the stock price index forecast is of great significance to the entire national economy and to each investor. Using 2 tools, Python and EViews8.0, and taking the Shanghai Stock Exchange 50 index as an example, the long short-term memory (LSTM) model in deep learning (DL) and the Autoregressive Integrated Moving Average (ARIMA) model are selected for fitting and prediction. The research results explain that the Root Mean Squared Error (RMSE) of LSTM model is lower, and the model based on DL method has stronger prediction ability on stock price index than traditional stock prediction model. This model is an effective stock prediction method.