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Author:

Ying, RunKai (Ying, RunKai.) | Shou, Yuntao (Shou, Yuntao.) | Liu, Chang (Liu, Chang.)

Indexed by:

EI Scopus

Abstract:

How to accurately predict the Dow Jones index is an important issue in quantitative finance. This paper designs an LSTM-AdaBoost(Long Short-Term Memory and Adaptive Boosting) prediction model based on the Dow Jones index's characteristics. The AdaBoost algorithm was used to integrate multiple LSTM weak classifiers. By iteratively updating the weights of each version and combining the strategy, the improved robust classifier was formed, and the prediction for the Dow Jones index was finally obtained. Experimental results have shown that the prediction results obtained by the LSTM-AdaBoost model have been significantly higher than those of the traditional classification model, with an average increase of 43.76 percent in R_square. The establishment of this model provides a theoretical basis for predicting the Dow Jones index and provides ideas for the intersection of finance and computer industries. © 2021 IEEE.

Keyword:

Iterative methods Finance Long short-term memory Adaptive boosting Forecasting

Author Community:

  • [ 1 ] [Ying, RunKai]School of Software, Beijing University of Technology, Faculty of Information Technology, Beijing, China
  • [ 2 ] [Shou, Yuntao]School of Computer and Information Engineering, Central South University of Forestry and Technology, Hunan, China
  • [ 3 ] [Liu, Chang]School of Computer Science and Technology, Huaqiao University, Xiamen, China

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Source :

Year: 2021

Page: 808-812

Language: English

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count: 17

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count:

30 Days PV: 0

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