深度学习框架下LSTM网络的期货价格预测模型研究

Research on Futures Price Prediction Model of LSTM Network Under the Framework of Deep Learning

期货市场是一个复杂系统,其价格数据具有非线性、高噪声等特性,导致其预测难度较高。论文结合深度学习框架下的神经网络模型对选取的沪深300指数期货开盘、收盘价数据进行分析并预测趋势,最终得到较高的预测精度。论文表明,深度学习循环神经网络在期货价格预测方面有着不错的表现并且发展潜力较大。

Futures market is a complex system,and its price data is nonlinear and noisy,which makes it difficult to predict.Combined with the neural network model under the framework of deep learning,this paper analyzes and predicts the trend of the selected opening and closing prices of CSI 300 index futures,and finally obtains a higher prediction accuracy.The paper shows that deep learning recurrent neural network has a good performance in futures price prediction and has great development potential.