Deep Learning for Stock Prediction: Comparative Analysis of Recurrent Neural Network Architectures and Regularization Techniques
摘要
The fluctuation law of the stock market, a highly complex nonlinear movement system, is influenced by numerous causes, including predicting the stock price index is hence a highly challenging task. Numerous instances demonstrate how well-suited neural network algorithms are for making these kinds of time series predictions, and they frequently produce good outcomes. Based on the existing models, we proposed a Regularized GRU Regularized LSTM neural network model in this study and used it to the short-term stock closing price projection. The trial’s results show that, for stock time series prediction, our recommended model performs better than the GRU and LSTM models of networks currently in use.