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A Hybrid Attention-Based EMD-LSTM Model for Financial Time Series Prediction

  • School of Electronics and Information Engineering, Harbin Institute of Technology

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

In order to improve the accuracy of financial time series prediction, a hybrid model is proposed in this paper which consists of the empirical mode decomposition (EMD) and the attention-based long short-term memory (LSTM-ATTE). EMD can effectively decompose financial time series into many inherent mode functions (IMFs) of multiple levels and input these IMFs into LSTM-ATTE for prediction. The attention mechanism can adaptively extract input features of the IMF and improve the accuracy of the LSTM-ATTE prediction. Finally, the predicted results are combined to obtain the final predicted results. The predictive performance of the proposed model is verified by linear regression analysis of the stock market index. In addition, by comparing the prediction results with other models, the proposed model has better performance in prediction accuracy.

Original languageEnglish
Title of host publication2019 2nd International Conference on Artificial Intelligence and Big Data, ICAIBD 2019
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages113-118
Number of pages6
ISBN (Electronic)9781728108315
DOIs
StatePublished - May 2019
Externally publishedYes
Event2nd International Conference on Artificial Intelligence and Big Data, ICAIBD 2019 - Chengdu, China
Duration: 25 May 201928 May 2019

Publication series

Name2019 2nd International Conference on Artificial Intelligence and Big Data, ICAIBD 2019

Conference

Conference2nd International Conference on Artificial Intelligence and Big Data, ICAIBD 2019
Country/TerritoryChina
CityChengdu
Period25/05/1928/05/19

Keywords

  • attention-based
  • empirical mode decomposition
  • financial time series
  • long short-term memory

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