A Data Organization Method for LSTM and Transformer When Predicting Chinese Banking Stock Prices

Zong-Yu Peng, Pei-Chang Guo and Chun Wei

Discrete Dynamics in Nature and Society, 2022, vol. 2022, 1-8

Abstract: The accurate prediction of stock prices is not an easy task. The long short-term memory (LSTM) neural network and the transformer are good machine learning models for times series forecasting. In this paper, we use LSTM and transformer to predict prices of banking stocks in China’s A-share market. It is shown that organizing the input data can help get accurate outcomes of the models. In this paper, we first introduce some basic knowledge about LSTM and present prediction results using a standard LSTM model. Then, we show how to organize the input data during the training period and give the comparison results for not only LSTM but also the transformer model. The numerical results show that the prediction results of LSTM and transformer can be improved after the input data are organized when training.

Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jnddns:7119678

DOI: 10.1155/2022/7119678

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