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RETRACTED ARTICLE: Prediction research of financial time series based on deep learning

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This article was retracted on 20 December 2022

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Abstract

Currently, the world economics develops rapidly, and the finance business also develops promptly. As there are more financial activities, the uncertainty of change trend in financial activities is also increased constantly. How to study and grasp the laws of banking activity and calculate their coming tendency has grown into the concentrate and major study substance of scientific and monetary ring. On the one hand, available finance prediction can supply base for making finance plans and relevant decisions, thus ensuring the laudable expansion of the finance market and maximizing the benefits of profit organizations. However, on the other hand, convolution neural network (CNN) is a multilayer neural network composition that can simulate the operation machine-made of biological field system, which can be used to obtain effective feature description. Meanwhile, the features are extracted from the original data. Now, CNN has turned into a study hot point in the fields of giving a lecture discriminate, figure distinguishing, and classifying, and natural language handling. Moreover, it is widely used in these fields, and its application effect has been recognized by most people. Consequently, CNN composition is adopted to predict the finance time succession data. Firstly, the research means of financial time series are summarized, and then, the artificial neural network (ANN) and deep learning methods are briefly introduced. Afterward, the prediction model of stock index according to CNN model is proposed, and the influences of historical factors on model are analyzed. Finally, a few stock indexes are predicted to verify validity and effectiveness of the proposed CNN model through experimental comparison. And a hybrid model combined with CNN is found, thus further improving the cable CNN network model.

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Acknowledgements

This work was supported by the National Natural Science Foundation of China (Grant No. 71850006).

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Authors and Affiliations

  1. College of Finance and Statistics, Hunan University, Changsha, Hunan, China

    Zhaoyi Xu

  2. School of Economics and Trade, Hunan University, Changsha, Hunan, China

    Jia Zhang

  3. International and Business, Tianjin University of Finance and Economics, Tianjin, China

    Junyao Wang

  4. Business Department ESCP Europe Business School, Paris, France

    Zhiming Xu

Authors
  1. Zhaoyi Xu
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  2. Jia Zhang
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  3. Junyao Wang
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  4. Zhiming Xu
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Correspondence to Zhaoyi Xu.

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Communicated by Mu-Yen Chen.

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This article has been retracted. Please see the retraction notice for more detail: https://doi.org/10.1007/s00500-022-07760-y"

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Xu, Z., Zhang, J., Wang, J. et al. RETRACTED ARTICLE: Prediction research of financial time series based on deep learning. Soft Comput 24, 8295–8312 (2020). https://doi.org/10.1007/s00500-020-04788-w

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