Prediction of Stock Trend Based on Deep Belief Networks

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.

• Periodical: Applied Mechanics and Materials (Volumes 644-650)
• Pages: 5538-5541
• DOI: https://doi.org/10.4028/www.scientific.net/AMM.644-650.5538
• Online since: September 2014
• Authors: Zhao Yang Xu*, Li Na Tang, Chun Peng Tian
• Keywords: DBNs, Deep Learning, Stock Trend Prediction

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