现代信息科技2024，Vol.8Issue(11)：141-144,152,5.DOI:10.19850/j.cnki.2096-4706.2024.11.028
RNN在线学习框架下CNN-LSTM模型对黄金期货价格的预测
Prediction of Gold Future Prices Using CNN-LSTM Model under RNN Online Learning Framework
石岩松 1杨博2
作者信息
- 1. 云南师范大学 数学学院,云南 昆明 650500
- 2. 云南师范大学 数学学院,云南 昆明 650500||云南师范大学 云南省现代分析数学及其应用重点实验室,云南 昆明 650500
- 折叠
摘要
Abstract
Gold is a special financial commodity with a safe-haven function.The price of gold futures is affected by many factors and is generally regarded as a non-linear and non-stationary time series,which is difficult to be predicted by traditional forecasting models.We introduce information transmission into traditional online learning algorithms and proposes an online learning algorithm ROA(RNN based Online Algorithm)based on RNN(Recurrent Neural Network).Empirical analysis is conducted using the Chicago Mercantile Exchange gold futures price data,with CNN-LSTM(Convolutional Neural Networks-Long Short Term Memory)as the basic prediction model and MAE(Mean Absolute Error),RMSE(Root Mean Square Error),and R2 as evaluation indicators.The results show that the predictive performance of ROA is superior to traditional online learning algorithms in all evaluation indicators.关键词
RNN/黄金期货价格/在线学习算法Key words
RNN/gold future price/online learning algorithm分类
信息技术与安全科学引用本文复制引用
石岩松,杨博..RNN在线学习框架下CNN-LSTM模型对黄金期货价格的预测[J].现代信息科技,2024,8(11):141-144,152,5.
