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金融学院学术讲座—Asset price prediction by CNN+LSTM

来源:吉林快三-首页

题目: 吉林快三Asset price prediction by CNN+LSTM

主讲人: Prof. Yongzeng Lai, Wilfrid Laurier University, Canada

讲座时间: 吉林快三2019年12月17日(周二)下午13:50

讲座地点: 金融学院422会议室



主讲人简介:

yongzeng laijiaoshou,xianrendepartment of mathematics, wilfrid laurier universityjiaoshou、boshishengdaoshi。2000nianmeiguojiazhoudaxueshuxueboshibiye,2000-2002nianzaijianadahuatieludaxuezuoboshihou。zhuyaocongshidashujufenxi,jinrongdingliangfenxi。zaiapplied mathematics and computation,insurance, mathematics and economics,computers & operations research,computational statistics & data analysisdengqikanfabiaolunwen20yupian。


abstract

prediction of asset prices is difficult due to the nature of asset prices. traditional statistical models and some basic machine learning as well as deep learning techniques were used in forecasting stock prices in the literature. in this talk, we will introduce our recent work on asset price prediction using some deep learning based techniques. various asset prices from different industries in both mature and emerging markets are selected to test the algorithms. our test results show that the convolutional neural network (cnn) and the long short-term memory (lstm) based algorithm outperforms other selected neural network based algorithms and arima type time series model.

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