当前位置>主页 > 期刊在线 > 信息技术 >

信息技术22年4期

基于人工智能的量化交易系统设计与实现
刘力军,梁国鹏

摘  要:随着计算机科学技术的快速发展,人工智能在各个领域的应用也越来越广泛,其与各个学科技术相结合,已成为各领域人士关注的焦点。将人工智能应用于量化交易,通过搭建不同的神经网络模型,对股票历史数据进行挖掘,找到股票历史价格与未来价格的非线性关系,实现对未来价格的预测,早已成为历史发展的必然趋势。通过对机器学习展开研究,基于 LSTM 神经网络实现股票预测模型,为投资者提供参考从而带来更高的收。


关键词:人工智能;神经网络;量化交易



DOI:10.19850/j.cnki.2096-4706.2022.04.012


课题项目:南京审计大学金审学院校级课题(JSXJKT2007)


中图分类号:TP18                                      文献标识码:A                                     文章编号:2096-4706(2022)04-0045-03


Design and Implementation of Quantization Trading System Based on Artificial Intelligence

LIU Lijun, LIANG Guopeng

(Nanjing Audit University Jinshen College, Nanjing 210023, China)

Abstract: With the rapid development of computer science and technology, the application of artificial intelligence in various fields has become more and more extensive, and its combination with various disciplines and technologies has become a focus of attention of people in various fields. Applying artificial intelligence to quantization trading, through building different neural network models, mining historical stock data, finding the nonlinear relationship between stock historical prices and future prices, and realizing the prediction of stock price have long become an inevitable trend in historical development. This paper conducts research on machine learning and implements a stock prediction model based on LSTM neural network to provide investors with reference to bring higher returns.

Keywords: artificial intelligence; neural network; quantization trading


参考文献:

[1] 于龙飞 . 基于深度学习的股市量化交易系统设计与实现[D]. 济南:山东大学,2020.

[2] 任君,王建华,王传美,等 . 基于正则化 LSTM 模型的股票指数预测 [J]. 计算机应用与软件,2018,35(4):44-48+108.

[3] 郭笑宇 . 量化投资交易策略研究 [J]. 财经界,2019(3):16-17.

[4] 赵雪 . 深度学习在量化交易中的应用 [D]. 北京:北方工业大学,2019.

[5] 王高鹏 . 证券投资技术分析方法应用研究 [J]. 现代商业,2013(27):48-49.


作者简介:刘力军(1979—),男,汉族,江苏南京人,讲师,硕士,研究方向:网络技术;梁国鹏(1999—),男,满族,河北承德人,在读本科,研究方向:网络工程。