Two-channel Attention Mechanism Fusion Model of Stock Price Prediction Based on CNN-LSTM

Abstract

Using hierarchical CNN, the company's multiple news is characterized as three levels: sentence vectors, chapter vectors, and enterprise sentiment vectors. By combining the stock price data with the news lyric data at the same time, the influence of news on price is used to achieve correlation analysis of news information and stock prices. A two-channel attention mechanism fusion model based on CNN-LSTM is proposed. After the dual-channel feature extraction, the attention layer fusion layer is used to convert the weighted values of LSTM hidden variables, so the stock price can be predicted with the news text.