CSI 300 Prediction Using LSTM Model
DOI:
https://doi.org/10.54691/bcpbm.v13i.102Keywords:
Stock Price Forecast; LSTM; MSE; CSI 300.Abstract
LSTM is used in the article to forecast CSI 300, and consider if adding volume (the number of shares transacted every day) and p_change (amount of increase and amount of decrease) on the basis test (the common variables include open, close, high and low price) will have a better result; The result is also compared with predictions using SVR and the GBDT model, and the MSE of the LSTM and SVR test are lower than GBDT model.
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