基于AAL模型的股票趋势研究OA

In order to effectively predict the trend of the stock price,the autoregressive integral moving average model(ARI-MA),attention mechanism(Attention),and long-term and short-term memory neural network(LSTM)are combined(i.e.AAL)to predict the future trend of the stock price.First,the stock is predicted by ARIMA model and the residual between the predicted value and the real value is obtained.Then the Attention-LSTM model is trained by the residual value.Finally,the predicted stock price of ARIMA and the residual predicted by Attention-LSTM are combined as the final predicted stock price.The results show that the prediction result of ARIMA-Attention-LSTM is significantly better than that of the independent model,which shows that the method is feasible and effective in predicting stock prices.