Solution of the Hirota equation using a physics-informed neural network method with embedded conservation laws

Zhang, Ruibo; Jin, S.; Feng, Jinqian

doi:10.1007/s11071-023-08557-w

Cited by 3 publications

(1 citation statement)

References 45 publications

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“…The appearance of BP solved the problem of GMDH, which cannot carry out the backpropagation. Currently, the BP neural network model has penetrated into many cutting-edge fields such as pattern recognition [5], speech processing [6], image processing, nonlinear optical [7], financial data forecasting, etc. Huang et al used the BP neural use only single historical data for forecasting, resulting in the intrinsic structure and variability of the stock market not being fully considered.…”

Section: Introductionmentioning

confidence: 99%

GRU Neural Network Based on CEEMDAN–Wavelet for Stock Price Prediction

Ren

2023

Applied Sciences

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Stock indices are considered to be an important indicator of financial market volatility in various countries. Therefore, the stock market forecast is one of the challenging issues to decrease the uncertainty of the future direction of financial markets. In recent years, many scholars attempted to use different conventional statistical and deep learning methods to predict stock indices. However, the non-linear financial noise data will usually cause stochastic deterioration and time lag in forecast results, resulting in existing neural networks that do not demonstrate good prediction results. For this reason, we propose a novel framework to combine the gated recurrent unit (GRU) neural network with the complete ensemble empirical mode decomposition of adaptive noise (CEEMDAN) to predict the stock indices with better accuracy, in which the wavelet threshold method is especially used to denoise high-frequency noises in the sub-signals to exclude noise interference for future data predictions. Firstly, we choose representative datasets collected from the closing prices of S&P500 and CSI 300 stock indices to evaluate the proposed GRU-CEEMDAN–wavelet model. Additionally, we compare the improved model to the traditional ARIMA and several modified neural network models using different gate structures. The result shows that the mean values of MSE and MAE for GRU based on CEEMDAN–wavelet are the smallest by significance analysis. Overall, we found that our model could improve prediction accuracy and alleviates the time lag problem.

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Section: Introductionmentioning

confidence: 99%