Research on Market Stock Index Prediction Based on Network Security and Deep Learning

Abstract

As one of the most popular financial management methods, stocks have attracted more and more investors to participate. The risks of stock investment are relatively high. How to reduce risks and increase profits has become the most concerned issue for investors. Traditional stock forecasting models use forecasting models based on stock time series analysis, but time series models cannot consider the influence of investor sentiment on stock market changes. In order to use investor sentiment information to make more accurate stock market forecasts, this paper establishes a stock index forecast and network security model based on time series and deep learning. Based on the time series model, it is proposed to use CNN to extract in-depth emotional information to replace the basic emotional features of the emotional extraction level. At the data source level, other information sources, such as basic features, are introduced to further improve the predictive performance of the model. The results show that the algorithm is feasible and effective and can better predict the changes in the market stock index. This also proves that multiple information sources can improve the accuracy of model prediction more effectively than a single information source.

A General Review of the Methods Used Financial Time Series Forecasting

“…Li [64]'ye ait çalışmada kullanılan "Shanghai Stock Exchange Index (Shanghai Stock Exchange Index)" ve "Shenzhen Stock Exchange Index (Shenzhen Component Index)" üzerinde yatırımcılar için CNN ile kısa vadeli bir model oluşturulmuştur. Kullanılan veri seti bölünerek 3 farklı boyutta veri seti oluşturulmuştur.…”

Research on Stock Price Prediction Based on CNN-LSTM Combined Model

“…[2]. Ming Li establishes a double LSTM deep learning network and adds convolution for deep feature learning, establishes a convolution-double GRU deep learning network to predict stock prices and upward and downward trends, and then compares the experiments with the logistic model to get more accurate prediction results [3]. Zhang Zeya et al proposed a recurrent neural network model that can improve the prediction of stock ups and downs by more than 5% compared to the SVM classifier based on price features [4].…”

Retracted: Research on Market Stock Index Prediction Based on Network Security and Deep Learning

“…Tis article has been retracted by Hindawi, as publisher, following an investigation undertaken by the publisher [1]. Tis investigation has uncovered evidence of systematic manipulation of the publication and peer-review process.…”