Abstract

As one of the most popular financial management methods, stocks have attracted more and more investors to participate. The risks of stock investment are relatively high. How to reduce risks and increase profits has become the most concerned issue for investors. Traditional stock forecasting models use forecasting models based on stock time series analysis, but time series models cannot consider the influence of investor sentiment on stock market changes. In order to use investor sentiment information to make more accurate stock market forecasts, this paper establishes a stock index forecast and network security model based on time series and deep learning. Based on the time series model, it is proposed to use CNN to extract in-depth emotional information to replace the basic emotional features of the emotional extraction level. At the data source level, other information sources, such as basic features, are introduced to further improve the predictive performance of the model. The results show that the algorithm is feasible and effective and can better predict the changes in the market stock index. This also proves that multiple information sources can improve the accuracy of model prediction more effectively than a single information source.

Highlights

  • Finance is important core competitiveness of a country, and its proportion in the national economy has been increasing year by year [1]

  • With the vigorous development of the national economy, strong policy support, and the gradual improvement of the public’s awareness of financial management, more and more institutions and individuals are actively participating in stock market transactions [3, 4]. e demand for related financial services has followed, so stock price forecasting has become an issue that professional analysts and investors attach great importance to it [5]

  • The results of the research have found that the changes in the stock market seem to be unrelated [6, 7]

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Summary

Introduction

Finance is important core competitiveness of a country, and its proportion in the national economy has been increasing year by year [1]. E efficient market hypothesis theory proposed by Eugene Fame is a more authoritative explanation in the current financial circles to study the law of stock market changes. In this theory, the stock price is mainly affected by future information, namely news, rather than being driven by current or past prices [8,9,10]. In order to use investor sentiment information to make more accurate predictions on the stock market, this paper establishes a stock index prediction model based on time series and deep learning. Based on the time series model, it is proposed to use CNN to extract deep emotional information to replace basic emotional features at the emotional extraction level

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