Long-term stock price forecast based on PSO-informer model

Hailun Liu; Deng Chen; Wei Wei; Ziqiang Wei

doi:10.1117/12.2667720

28 March 2023 Long-term stock price forecast based on PSO-informer model

Hailun Liu, Deng Chen, Wei Wei, Ziqiang Wei

Proceedings Volume 12566, Fifth International Conference on Computer Information Science and Artificial Intelligence (CISAI 2022); 1256615 (2023) https://doi.org/10.1117/12.2667720
Event: Fifth International Conference on Computer Information Science and Artificial Intelligence (CISAI 2022), 2022, Chongqing, China

Abstract

The long-term prediction of stock prices provides an important reference for quantitative investment decisions. Aiming at the problem of insufficient accuracy of long-term series prediction in existing stock forecasting models, this paper proposes a long-term stock price series forecasting method based on PSO-Informer. First, 43 kinds of technical indicator factors and K-line data were selected to construct the input data, and then the PSO-Informer model was used to predict the future 60 time points of the stock closing price. In the model training process, the particle swarm algorithm is used to optimize the parameters of the Informer network. Based on the five-minute K-line data of the SSE 50 stock index and the CSI 300 stock index, experimental research was conducted respectively. Taking the accuracy of the long-term stock price prediction overall trend as the evaluation index, and the prediction accuracy reaches 68.2% and 67.5% respectively. The comparison experiments with ARIMA, Prophet, PSO-LSTM and Informer prediction models show that the model has the best performance and is practical.

Citation Download Citation

Hailun Liu, Deng Chen, Wei Wei, and Ziqiang Wei "Long-term stock price forecast based on PSO-informer model", Proc. SPIE 12566, Fifth International Conference on Computer Information Science and Artificial Intelligence (CISAI 2022), 1256615 (28 March 2023); https://doi.org/10.1117/12.2667720

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