Loss change in iteration of 6 stock indices.

<div><p>Stock price prediction is a challenging research domain. The long short-term memory neural network (LSTM) widely employed in stock price prediction due to its ability to address long-term dependence and transmission of historical time signals in time series data. However, manual...

وصف كامل

محفوظ في:
التفاصيل البيبلوغرافية
المؤلف الرئيسي: Xiaohua Zeng (793632) (author)
مؤلفون آخرون: Changzhou Liang (13262354) (author), Qian Yang (300330) (author), Fei Wang (19534) (author), Jieping Cai (13262351) (author)
منشور في: 2025
الموضوعات:
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الوصف
الملخص:<div><p>Stock price prediction is a challenging research domain. The long short-term memory neural network (LSTM) widely employed in stock price prediction due to its ability to address long-term dependence and transmission of historical time signals in time series data. However, manual tuning of LSTM parameters significantly impacts model performance. PSO-LSTM model leveraging PSO’s efficient swarm intelligence and strong optimization capabilities is proposed in this article. The experimental results on six global stock indices demonstrate that PSO-LSTM effectively fits real data, achieving high prediction accuracy. Moreover, increasing PSO iterations lead to gradual loss reduction, which indicates PSO-LSTM’s good convergence. Comparative analysis with seven other machine learning algorithms confirms the superior performance of PSO-LSTM. Furthermore, the impact of different retrospective periods on prediction accuracy and finding consistent results across varying time spans are. Conducted in the experiments.</p></div>