基于HMM-LSTM隐马尔可夫和长短期记忆模型的股票市场预测

上传者: m0_57362105 | 上传时间: 2022-12-23 15:27:44 | 文件大小: 2.56MB | 文件类型: ZIP
隐马尔可夫模型 (HMM) 是一种信号预测模型,已被用于预测经济状况和股票价格。 该项目旨在实现将机器学习算法应用于股票市场的目标。 长短期记忆模型(LSTM)保证了在新的时间状态下,随着隐藏层不断叠加输入序列,之前的信息可以继续向后传播而不会消失。我们的主要目的是通过预测一只股票的涨跌 使用 HMM-LSTM。 Experiment with 4 different models: GMM-HMM XGB-HMM GMM-HMM-LSTM XGB-HMM-LSTM Compared with the results: train_set

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