A comparative study of stock price prediction based on BP and LSTM neural network

Shujia Huang; Ben Wang; Lingbo Hao; Zebin Si

doi:10.1117/12.2671216

28 April 2023 A comparative study of stock price prediction based on BP and LSTM neural network

Shujia Huang, Ben Wang, Lingbo Hao, Zebin Si

Proceedings Volume 12610, Third International Conference on Artificial Intelligence and Computer Engineering (ICAICE 2022); 126105Z (2023) https://doi.org/10.1117/12.2671216
Event: Third International Conference on Artificial Intelligence and Computer Engineering (ICAICE 2022), 2022, Wuhan, China

Abstract

In recent years, stock price prediction has become a research hotspot. The price of the stock market is unstable, which often rises or falls sharply due to the national policies, which makes it difficult for investors to achieve stable returns in the stock market. With the rapid rise of artificial intelligence, computers have become flexible in dealing with mathematical problems. Therefore, the extraordinary computing power of computers has been used to analyze and predict the trend of the stock market. More and more computer professionals began to enter the financial market and use neural network to study the trend of the stock market. This paper uses BP neural network and LSTM neural network to learn and predict the stock data of Shanghai Composite Index from January 2012 to June 2022. LSTM is a kind of RNN, but it is superior to other neural networks. It can effectively deal with data forgetting and gradient explosion problems and bring reliability to the prediction results of the model. The two models are evaluated by analyzing MAE, MSE and the time required for model training. The results show that LSTM model can not only learn longer time span than BP model, but also better than BP model in MAE and MSE indexes, which provides some reference and guidance for the prediction of medium and long-term stocks.

Citation Download Citation

Shujia Huang, Ben Wang, Lingbo Hao, and Zebin Si "A comparative study of stock price prediction based on BP and LSTM neural network", Proc. SPIE 12610, Third International Conference on Artificial Intelligence and Computer Engineering (ICAICE 2022), 126105Z (28 April 2023); https://doi.org/10.1117/12.2671216

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KEYWORDS

Data modeling

Neural networks

Education and training

Error analysis

Machine learning

Data processing

Evolutionary algorithms

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