RLSTM: A New Framework of Stock Prediction by Using Random Noise for Overfitting Prevention
An accurate prediction of stock market index is important for investors to reduce financial risk. Although quite a number of deep learning methods have been developed for the stock prediction, some fundamental problems, such as weak generalization ability and overfitting in training, need to be solv...
Main Authors: | Hongying Zheng, Zhiqiang Zhou, Jianyong Chen |
---|---|
Format: | Article |
Language: | English |
Published: |
Hindawi Limited
2021-01-01
|
Series: | Computational Intelligence and Neuroscience |
Online Access: | http://dx.doi.org/10.1155/2021/8865816 |
Similar Items
-
Hands-on training about overfitting.
by: Janez Demšar, et al.
Published: (2021-03-01) -
Overfitting in estimation of distribution algorithms (EDAS)
by: Wu, Hao
Published: (2009) -
A Bayesian Approach to Measurement of Backtest Overfitting
by: Jiří Witzany
Published: (2021-01-01) -
Instance Reduction for Avoiding Overfitting in Decision Trees
by: Amro Asma’, et al.
Published: (2021-01-01) -
Backtesting Trading Strategies with GAN To Avoid Overfitting
by: Ao Sun, et al.
Published: (2018)