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使用蒲公英优化驱动的3D-CNN-GRU分类增强股票市场预测

Enhanced stock market forecasting using dandelion optimization-driven 3D-CNN-GRU classification.

作者信息

Jagadesh B N, RajaSekhar Reddy N V, Udayaraju Pamula, Damera Vijay Kumar, Vatambeti Ramesh, Jagadeesh M S, Koteswararao Ch

机构信息

School of Computer Science and Engineering, VIT-AP University, Vijayawada, 522237, India.

Department of Information Technology, MLR Institute of Technology, Hyderabad, India.

出版信息

Sci Rep. 2024 Sep 8;14(1):20908. doi: 10.1038/s41598-024-71873-7.

Abstract

The global interest in market prediction has driven the adoption of advanced technologies beyond traditional statistical models. This paper explores the use of machine learning and deep learning techniques for stock market forecasting. We propose a comprehensive approach that includes efficient feature selection, data preprocessing, and classification methodologies. The wavelet transform method is employed for data cleaning and noise reduction. Feature selection is optimized using the Dandelion Optimization Algorithm (DOA), identifying the most relevant input features. A novel hybrid model, 3D-CNN-GRU, integrating a 3D convolutional neural network with a gated recurrent unit, is developed for stock market data analysis. Hyperparameter tuning is facilitated by the Blood Coagulation Algorithm (BCA), enhancing model performance. Our methodology achieves a remarkable prediction accuracy of 99.14%, demonstrating robustness and efficacy in stock market forecasting applications. While our model shows significant promise, it is limited by the scope of the dataset, which includes only the Nifty 50 index. Broader implications of this work suggest that incorporating additional datasets and exploring different market scenarios could further validate and enhance the model's applicability. Future research could focus on implementing this approach in varied financial contexts to ensure robustness and generalizability.

摘要

全球对市场预测的兴趣推动了超越传统统计模型的先进技术的采用。本文探讨了使用机器学习和深度学习技术进行股票市场预测。我们提出了一种综合方法,包括高效的特征选择、数据预处理和分类方法。采用小波变换方法进行数据清理和降噪。使用蒲公英优化算法(DOA)优化特征选择,识别最相关的输入特征。开发了一种新颖的混合模型3D-CNN-GRU,将三维卷积神经网络与门控循环单元集成,用于股票市场数据分析。通过血液凝固算法(BCA)促进超参数调整,提高模型性能。我们的方法实现了99.14%的显著预测准确率,在股票市场预测应用中显示出稳健性和有效性。虽然我们的模型显示出巨大的潜力,但它受到数据集范围的限制,该数据集仅包括印度国家证券交易所50指数。这项工作的更广泛意义表明,纳入更多数据集并探索不同的市场情景可以进一步验证和提高模型的适用性。未来的研究可以专注于在不同的金融背景下实施这种方法,以确保稳健性和通用性。

https://cdn.ncbi.nlm.nih.gov/pmc/blobs/5a07/11381530/84b65d4c13f9/41598_2024_71873_Figa_HTML.jpg

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