Prediction of Stock Trend Based on Deep Belief Networks-Reference-Cited by-同舟云学术

Prediction of Stock Trend Based on Deep Belief Networks

Published:2014-09 Issue: Volume:644-650 Page:5538-5541
ISSN:1662-7482
Container-title:Applied Mechanics and Materials
language:
Short-container-title:AMM

Author:

Xu Zhao Yang¹,Tang Li Na¹,Tian Chun Peng¹

Affiliation:

1. Ocean University of China

Abstract

The deep belief networks (DBNs) are introduced to predict the stock trend. By stacking three RBMs and a softmax regression, a novel model of the stock price is developed to extract the high dimensional feature and predict the trend of the stock market. Experiments on Yahoo stock market of the past three years are implemented, and the performance of the multilayer perceptron (MLP) and DBN with different input dimensions are compared. A detailed discussion is given on the improvement of the system performance.

Publisher

Trans Tech Publications, Ltd.

Link

https://www.scientific.net/AMM.644-650.5538.pdf

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