LGCESTSep 19, 2019

Gradient Boost with Convolution Neural Network for Stock Forecast

arXiv:1909.09563v16 citations
Originality Synthesis-oriented
AI Analysis

This is an incremental improvement for financial analysts and traders in stock market prediction.

The authors tackled stock price forecasting by combining CNN and Gradient Boosting to leverage ensemble and deep learning advantages, achieving better performance on six market indexes compared to current methods.

Market economy closely connects aspects to all walks of life. The stock forecast is one of task among studies on the market economy. However, information on markets economy contains a lot of noise and uncertainties, which lead economy forecasting to become a challenging task. Ensemble learning and deep learning are the most methods to solve the stock forecast task. In this paper, we present a model combining the advantages of two methods to forecast the change of stock price. The proposed method combines CNN and GBoost. The experimental results on six market indexes show that the proposed method has better performance against current popular methods.

Foundations

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