Stock price prediction based on hybrid CNN-LSTM model
Abstract. Stock price prediction is of great significance but faces numerous challenges. In this study, a hybrid CNN-LSTM model was utilized. The stock data were processed and feature engineering was conducted. The model architecture and training strategies were expounded. Experimental results demonstrated that this model outperformed traditional methods and benchmark models on the test set, featuring strong capabilities in feature extraction and handling long-term dependencies. Key roles of data preprocessing, hyperparameter adjustment, and model fusion were also summarized, providing valuable references for stock price prediction.
Authors
- Xuechen Li (ORCID: https://orcid.org/0000-0002-7236-9582)
- Qinghe Zhao (ORCID: https://orcid.org/0000-0002-1887-9370)
- Yue Hao (ORCID: https://orcid.org/0000-0002-0214-7669)
Institutions
- Johns Hopkins University (US)
- University of Exeter (GB)
- New York University (US)
Publication Details
- Journal
- Applied and Computational Engineering
- Published
- 2024-11-08
- DOI
- https://doi.org/10.54254/2755-2721/104/20241065
- Citations
- 12
- Primary Topic
- Stock Market Forecasting Methods
- Type
- article
- Field-Weighted Citation Impact
- 5.89