| Literature DB >> 34876898 |
Bailin Lv1,2, Yizhang Jiang1,2.
Abstract
Stock price prediction is important in both financial and commercial domains, and using neural networks to forecast stock prices has been a topic of ongoing research and development. Traditional prediction models are often based on a single type of data and do not account for the interplay of many variables. This study covers a radial basis neural network modeling technique with multiview collaborative learning capabilities for incorporating the impacts of numerous elements into the prediction model. This research offers a multiview RBF neural network prediction model based on the classic RBF network by integrating a collaborative learning item with multiview learning capabilities (MV-RBF). MV-RBF can make full use of both the internal information provided by the correlation between each view and the distinct characteristics of each view to form independent sample information. By using two separate stock qualities as input feature information for trials, this study proves the viability of the multiview RBF neural network prediction model on a real data set.Entities:
Mesh:
Year: 2021 PMID: 34876898 PMCID: PMC8645385 DOI: 10.1155/2021/8495288
Source DB: PubMed Journal: Comput Intell Neurosci
Figure 1Moving window method for stock data processing.
Figure 2Classical RBF NN model structure.
Figure 3Multiview RBF classification model learning framework.
Figure 4Data Processing in the model.
Algorithm 1MV-RBF algorithm.
A sample of the information in the data set.D1
| 1 | 2 | … | 19 | 20 | 21 | |
|---|---|---|---|---|---|---|
| 1 | 0.8841 | 0.9252 | … | 0.8766 | 0.8000 | 0 |
| 2 | 0.9252 | 0.9159 | … | 0.8000 | 0.7664 | 0 |
| 3 | 0.9159 | 0.9645 | … | 0.7664 | 0.7701 | 1 |
| 4 | 0.9645 | 0.9738 | … | 0.7701 | 0.6673 | 1 |
| 5 | 0.9738 | 0.9589 | … | 0.6673 | 0.6654 | 0 |
Parameter settings of all classification models.
| Models | Parameters | Search rangers |
|---|---|---|
| RBF | Number of hidden nodes M | {10, 11,…, 19,20} |
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| MV-RBF | Regularization parameter | {10−3, 10−2,…, 101} or{20, 21,…, 24} |
| Regularization parameter | {10−3, 10−2,…, 101} or{20, 21,…, 24} | |
| Regularization parameter | {20, 21,…, 26} | |
| Number of hidden nodes M | {10, 11,…, 19,20} | |
A comparison of RBF and MV-RBF using accuracy index.
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| RBF | MV-RBF | |||
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| 1 | 0.5824 | 0.5495 | 0.5663 | 0.6154 | 0.5714 |
| 2 | 0.5055 | 0.5934 | 0.5862 | 0.5604 | 0.6044 |
| 3 | 0.5604 | 0.4615 | 0.5062 | 0.6044 | 0.5165 |
| 4 | 0.6923 | 0.4286 | 0.4941 | 0.6923 | 0.4945 |
| 5 | 0.5495 | 0.4615 | 0.5529 | 0.6484 | 0.5385 |
| 6 | 0.4954 | 0.4396 | 0.4494 | 0.5934 | 0.4725 |
Comparison of accuracy between MV-RBF and other classification models.
| MV-RBF | Decision tree | Naive Bayes | SVM | KNN | Subspace KNN | |||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| The view of | The view of | The view of | The view of | The view of | The view of | The view of | The view of | The view of | The view of | The view of | The view of | |
| 1 | 0.6154 | 0.5714 | 0.6120 | 0.5240 | 0.5180 | 0.5460 | 0.5990 | 0.4890 | 0.4820 | 0.5040 | 0.4780 | 0.4890 |
| 2 | 0.5604 | 0.6044 | 0.5640 | 0.5480 | 0.5130 | 0.5310 | 0.6060 | 0.5200 | 0.5240 | 0.5110 | 0.4600 | 0.5130 |
| 3 | 0.6044 | 0.5165 | 0.5750 | 0.5510 | 0.5290 | 0.5480 | 0.5750 | 0.5590 | 0.5260 | 0.5150 | 0.4520 | 0.5180 |
| 4 | 0.6923 | 0.4945 | 0.6080 | 0.5550 | 0.4910 | 0.5310 | 0.5970 | 0.5330 | 0.5040 | 0.5180 | 0.4450 | 0.5240 |
| 5 | 0.6484 | 0.5385 | 0.5810 | 0.4760 | 0.4890 | 0.5480 | 0.5930 | 0.5200 | 0.4980 | 0.4980 | 0.4780 | 0.5020 |
| 6 | 0.5923 | 0.4725 | 0.5620 | 0.5260 | 0.5020 | 0.5350 | 0.6080 | 0.5510 | 0.4800 | 0.4850 | 0.4600 | 0.4850 |
| 7 | 0.5275 | 0.5385 | 0.6430 | 0.5240 | 0.5220 | 0.5310 | 0.5900 | 0.5460 | 0.4800 | 0.4820 | 0.4540 | 0.5240 |
| 8 | 0.6044 | 0.5055 | 0.5900 | 0.5200 | 0.5290 | 0.5510 | 0.5700 | 0.5460 | 0.4800 | 0.5020 | 0.4800 | 0.4910 |
| 9 | 0.6154 | 0.5165 | 0.6100 | 0.5400 | 0.5550 | 0.5400 | 0.6150 | 0.5150 | 0.5400 | 0.4890 | 0.4780 | 0.5000 |
| 10 | 0.5385 | 0.4835 | 0.5620 | 0.5370 | 0.5070 | 0.5570 | 0.5680 | 0.5680 | 0.5240 | 0.5290 | 0.4890 | 0.5370 |
Experimental results on other data sets.
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| RBF | MV-RBF | ||
|---|---|---|---|---|
| The view of | The view of | The view of | The view of | |
| 1 | 0.5824 | 0.4176 | 0.6154 | 0.4835 |
| 2 | 0.5385 | 0.5385 | 0.5824 | 0.5495 |
| 3 | 0.6154 | 0.5165 | 0.6484 | 0.5495 |
| 4 | 0.4835 | 0.4725 | 0.5604 | 0.5495 |
| 5 | 0.4945 | 0.5934 | 0.5165 | 0.6154 |
| 6 | 0.5165 | 0.5604 | 0.5385 | 0.5714 |
| 7 | 0.4725 | 0.4615 | 0.5165 | 0.4395 |
| 8 | 0.4835 | 0.4286 | 0.5275 | 0.4615 |
| 9 | 0.5495 | 0.4945 | 0.5385 | 0.5604 |
| 10 | 0.4835 | 0.5495 | 0.5385 | 0.5714 |
Parameter sensitivity analysis.
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| 1 | 0.4505 | 0.5385 | 0.4615 | 0.5714 | 0.5385 | 0.5495 | 0.4945 | 0.5495 | 0.4505 | 0.5165 |
| 2 | 0.4505 | 0.5055 | 0.4505 | 0.4835 | 0.4176 | 0.5495 | 0.4066 | 0.5714 | 0.4396 | 0.5835 |
| 3 | 0.5165 | 0.5604 | 0.5495 | 0.5824 | 0.6154 | 0.4835 | 0.5714 | 0.5604 | 0.5385 | 0.5385 |
| 4 | 0.5165 | 0.5055 | 0.4505 | 0.5714 | 0.4396 | 0.5385 | 0.4725 | 0.5604 | 0.3956 | 0.4835 |
| 5 | 0.4945 | 0.5714 | 0.5604 | 0.4604 | 0.5275 | 0.4835 | 0.4505 | 0.4725 | 0.4505 | 0.4945 |
Figure 5Parameter sensitivity line chart.
Cross-validation regularized parameter range.
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| 1 | 100 | 1 | 20 | 0.5495 | 0.5055 |
| 10−1 | 1 | 20 | 0.5385 | 0.5275 | |
| 10−2 | 1 | 20 | 0.5385 | 0.5495 | |
| 10−3 | 1 | 20 | 0.5275 | 0.5385 | |
| 10−4 | 1 | 20 | 0.5275 | 0.5385 | |
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| 2 | 1 | 100 | 20 | 0.5495 | 0.5165 |
| 1 | 10−1 | 20 | 0.5604 | 0.5165 | |
| 1 | 10−2 | 20 | 0.5604 | 0.4945 | |
| 1 | 10−3 | 20 | 0.5495 | 0.4835 | |
| 1 | 10−4 | 20 | 0.5495 | 0.4835 | |
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| 3 | 1 | 1 | 20 | 0.5495 | 0.5055 |
| 1 | 1 | 21 | 0.5275 | 0.5385 | |
| 1 | 1 | 22 | 0.4945 | 0.5385 | |
| 1 | 1 | 23 | 0.4945 | 0.5385 | |
| 1 | 1 | 24 | 0.4945 | 0.5385 | |