Preprint Article Version 1 This version is not peer-reviewed

Stock Price Prediction Based on Hybrid CNN-LSTM Model

Version 1 : Received: 24 September 2024 / Approved: 24 September 2024 / Online: 25 September 2024 (04:29:40 CEST)

How to cite: Zhao, Q.; Hao, Y.; Li, X. Stock Price Prediction Based on Hybrid CNN-LSTM Model. Preprints 2024, 2024091904. https://doi.org/10.20944/preprints202409.1904.v1 Zhao, Q.; Hao, Y.; Li, X. Stock Price Prediction Based on Hybrid CNN-LSTM Model. Preprints 2024, 2024091904. https://doi.org/10.20944/preprints202409.1904.v1

Abstract

Stock price prediction is of great significance but faces numerous challenges. In this study, a hybrid CNN-LSTM model was utilized. The stock data were processed and feature engineering was conducted. The model architecture and training strategies were expounded. Experimental results demonstrated that this model outperformed traditional methods and benchmark models on the test set, featuring strong capabilities in feature extraction and handling long-term dependencies. Key roles of data preprocessing, hyperparameter adjustment, and model fusion were also summarized, providing valuable references for stock price prediction.

Keywords

stock price prediction; deep learning; convolutional neural network; long short-term memory network

Subject

Computer Science and Mathematics, Artificial Intelligence and Machine Learning

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