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Deep Learning Parallel Model to Improve Stock Price Prediction Rate using Technical Analysis and Environmental Factors
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기술 분석과 환경요소를 이용한 주가 예측률 향상을 위한 딥러닝 병렬 모델

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Type
Academic journal
Author
Ju-Hoon Hwang (가천대학교) Chang-Bok Kim (가천대학교)
Journal
Korean Institute of Information Technology The Journal of Korean Institute of Information Technology Vol.21 No.11 KCI Accredited Journals
Published
2023.11
Pages
53 - 61 (9page)
DOI
10.14801/jkiit.2023.21.11.53

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Result
Deep Learning Parallel Model to Improve Stock Price Prediction Rate using Technical Analysis and Environmental Factors
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Abstract· Keywords

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This study proposed a deep learning parallel model for stock price prediction using stock price data, technical analysis data, and environmental factor data. The data set for prediction was divided into three, data set 1 is the opening price, high price, low price, closing price, and trading volume, data set 2 added technical analysis data, and data set 3 is the exchange rate that can affect the stock price. the overall industrial production index was added. The deep learning model proposed DNN, LSTM, and 1D-CNN models as basic models, and a DCNN model that merged 1D-CNN based on the DNN model as a parallel model, and a DLSTM model that merged LSTM as a parallel model. As a result of the experiment, the performance of LSTM and BiLSTM models was higher than that of DNN and CNN, and in particular, the DLSTM model, a parallel model, performed the best. For the DLSTM model, which is a parallel model, the RMSE of data set 1 was 0.0091, the RMSE of data set 2 was 0.0080, and the RMSE of data set 3 was 0.0071. Data set 3, which combined all data, had the best performance.

Contents

요약
Abstract
Ⅰ. 서론
Ⅱ. 주가 예측과 딥러닝
Ⅲ. 주식 예측 모델
Ⅳ. 실험 및 성능평가
Ⅴ. 결론 및 향후 과제
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