Information fusion-based genetic algorithm with long short-term memory for stock price and trend prediction

Thakkar, Ankit; Chaudhari, Kinjal

doi:10.1016/j.asoc.2022.109428

Cited by 29 publications

(10 citation statements)

References 31 publications

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“…Recent financial studies have combined various data with stock price data [13]. The information fusion can be enhanced by conducting parallel operations that contain inter/intra crossovers and adaptive mutations in the genetic algorithm [31]. The proposed information fusion-based genetic algorithm approach can optimize the parameters of an extended short-term memory stock price prediction model and selects a set of features.…”

Section: Related Workmentioning

confidence: 99%

Effective Exploitation of Macroeconomic Indicators for Stock Direction Classification Using the Multimodal Fusion Transformer

2023

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An enormous ripple effect can occur in financial data mining if it accurately predicts stock prices. However, predicting stock prices using only stock price data is difficult because of the random nature of stock price data. This paper attempts to fuse data to solve the stock price prediction problem. The following data affecting the stock price are added to the proposed method as an additional modality: macroeconomic indicators and the months and day of the week. The multimodal early fusion method is used, which learns the intermodality correlation of features. The proposed model in this paper outperformed the comparison models and achieved statistically significant results. Specifically, 27 out of 50 stocks achieved higher classification accuracy than the comparative model. In addition, the in-depth analysis indicates that the early fusion strategy achieved better classification accuracy in 30 of 50 datasets than the late fusion strategy for stock price prediction.

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Section: Related Workmentioning

confidence: 99%

Effective Exploitation of Macroeconomic Indicators for Stock Direction Classification Using the Multimodal Fusion Transformer

2023

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“…3.1 Classical D-S evidence theory [8,15] This paper intends to use D-S evidence theory to fuse temperature, CO 2 concentration and smoke concentration data, and infer whether the fire occurs according to the reliability function of each information to represent the occurrence of a fire. Generally, there are three types of fire: no fire, uncertainty and fire, which are expressed by…”

Section: Multi-sensor Information Fusion Based On D-s Evidence Theorymentioning

confidence: 99%

“…They are all aimed at different fire characteristic signals. If a variety of sensors can be integrated for fire detection [7][8] , the detection accuracy will be greatly improved and the false alarm rate will be reduced. D-S (Dempster Shafer) evidence theory is an uncertain reasoning method, which can represent the uncertainty caused by information location or incomplete information, and has been widely used in the field of information fusion [9][10][11] .However, the classical D-S theory may get unreasonable results when the sensor information conflict is serious.…”

Section: Introductionmentioning

confidence: 99%

Fire detection system based on improved multi-sensor information fusion

Jiang

2023

Fifth International Conference on Computer Information Science and Artificial Intelligence (CISAI 2022)

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In the fire detection system, the evidences of multiple sensors often conflict with each other. If the classical DS(Dempster-Shafer) evidence theory is used for information fusion, it will lead to a high rate of misjudgment. In this paper, an improved DS evidence theory algorithm based on standard deviation is proposed and applied to the fire detection system to judge the fire state.This paper first describes the working principle of the system in detail, and then uses the overall standard deviation of sensor evidence to measure each sensor, judge the conflicting evidence items, then redefine the weight of each sensor according to the degree of conflict, modify the probability distribution of the conflict evidence. Finally, the DS combination rule calculation is performed to corrected basic probability assignment( BPA) to obtain the fusion result. The experimental results show that the method proposed in this paper can effectively improve the evidence problems in the classical evidence theory, improves the fire identification ability and the speed of fire prediction, and greatly enhances the reliability of the system.

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“…No mercado financeiro, a previsão de tendências e movimentos de preços de ações e outros ativos financeiros é um desafio constante para investidores e gestores de fundos. Os GAs apresentam um grande potencial para automatizar e otimizar esse processo (Thakkar & Chaudhari, 2022), pois são capazes de lidar com um grande número de variáveis, que muitas vezes apresentam relações não lineares e interdependências complexas.…”

Section: Algoritmos Genéticos (Ag)unclassified

Inteligência computacional no mercado financeiro: uma revisão de técnicas para automação de operações

Sobrinho

Cavalcante

2023

RSD

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O campo de aplicações financeiras tem se tornado cada vez mais complexo e desafiador, com comportamentos não lineares e incertos que mudam com o tempo. Diante disso, as técnicas de inteligência computacional, incluindo redes neurais, algoritmos genéticos e lógica difusa, têm ganhado destaque como soluções promissoras para a automatização de decisões no mercado financeiro. Este artigo tem como objetivo explorar os estudos recentes que abordam o uso dessas técnicas e discutir suas aplicações, vantagens e limitações. Trata-se de uma revisão de literatura narrativa, de caráter descritivo exploratório. A coleta de literatura foi realizada nas bases de dados Science Direct e Scopus, utilizando palavras-chave relacionadas ao tema. Conclui-se que as técnicas de inteligência computacional têm se mostrado capazes de resolver problemas altamente não lineares e variantes no tempo, tornando-se assim uma abordagem eficaz para automatizar operações no mercado financeiro.

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Information fusion-based genetic algorithm with long short-term memory for stock price and trend prediction

Cited by 29 publications

References 31 publications

Effective Exploitation of Macroeconomic Indicators for Stock Direction Classification Using the Multimodal Fusion Transformer

Effective Exploitation of Macroeconomic Indicators for Stock Direction Classification Using the Multimodal Fusion Transformer

Fire detection system based on improved multi-sensor information fusion

Inteligência computacional no mercado financeiro: uma revisão de técnicas para automação de operações

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